+63.4%
TSLA vs CART
+112.9%
-49.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.7% | +4.1% |
| 7D | -10.4% | +3.0% | -13.4% | -10.8% |
| 30D | -5.2% | +28.6% | -33.7% | -9.6% |
| 3M | +12.1% | +29.1% | -17.0% | +6.4% |
| 6M | -10.2% | +44.7% | -54.9% | -16.9% |
| YTD | -20.3% | +29.2% | -49.6% | -24.9% |
| 1Y | -19.7% | +66.2% | -85.8% | -29.1% |
| 3Y | +63.4% | +112.8% | -49.4% | +35.0% |
| All | +63.4% | +112.9% | -49.5% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling