-11.1%
TSLA vs CART
+54.8%
-65.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.9% |
| 7D | +1.5% | -0.6% | +2.1% | +1.5% |
| 30D | +3.4% | +23.1% | -19.7% | +2.7% |
| 3M | +17.4% | +19.2% | -1.8% | +16.6% |
| 6M | -12.2% | +45.7% | -57.9% | -13.0% |
| YTD | -13.1% | +30.9% | -44.0% | -14.5% |
| 1Y | -11.1% | +50.2% | -61.3% | -12.3% |
| All | -11.1% | +54.8% | -65.9% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 1y: compounded portfolio wealth divided by compounded CART 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…
1y analysis · Full analysis span regression · 6 months rolling