+47.6%
TSLA vs CARR
+8.3%
+39.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.3% |
| 7D | +3.2% | -3.8% | +7.0% | +5.3% |
| 30D | +11.6% | -8.9% | +20.5% | +17.2% |
| 3M | -8.4% | -17.3% | +8.9% | +0.6% |
| 6M | -10.4% | -1.4% | -9.0% | -12.5% |
| YTD | -18.7% | +10.0% | -28.7% | -26.4% |
| 1Y | -0.9% | -6.4% | +5.4% | -1.5% |
| 3Y | +33.6% | +1.5% | +32.0% | +18.7% |
| All | +47.6% | +8.3% | +39.2% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling