+80.0%
TSLA vs CART
+112.9%
-32.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +5.0% | +5.4% |
| 7D | -6.4% | +1.5% | -7.9% | -6.6% |
| 30D | -1.2% | +22.4% | -23.6% | -4.8% |
| 3M | +15.1% | +16.5% | -1.5% | +11.6% |
| 6M | -11.7% | +44.9% | -56.6% | -18.1% |
| YTD | -15.9% | +30.0% | -45.9% | -20.7% |
| 1Y | -12.0% | +59.1% | -71.1% | -21.0% |
| 3Y | +80.0% | +138.8% | -58.8% | +47.4% |
| All | +80.0% | +112.9% | -32.9% | +47.4% |
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