+41.9%
TSLA vs CART
+39.2%
+2.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.9% |
| 3M | +15.1% | +16.5% | -1.5% | +11.5% |
| 6M | -11.7% | +44.9% | -56.6% | -18.4% |
| YTD | -15.9% | +30.0% | -45.9% | -20.9% |
| 1Y | -12.0% | +59.1% | -71.1% | -21.3% |
| 3Y | +80.0% | +138.8% | -58.8% | +43.7% |
| All | +41.9% | +39.2% | +2.7% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling