+33.6%
TSLA vs CARR
+1.4%
+32.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.1% |
| 7D | +3.2% | -3.8% | +7.0% | +4.9% |
| 30D | +11.6% | -8.9% | +20.5% | +16.1% |
| 3M | -8.4% | -17.3% | +8.9% | -1.2% |
| 6M | -10.4% | -1.4% | -9.0% | -12.2% |
| YTD | -18.7% | +10.0% | -28.7% | -25.4% |
| 1Y | -0.9% | -6.4% | +5.4% | -1.2% |
| 3Y | +33.6% | +1.5% | +32.0% | +14.9% |
| All | +33.6% | +1.4% | +32.2% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CARR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling