-10.0%
TSLA vs CRCL
+14.5%
-24.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.8% | +9.7% | +5.5% |
| 7D | +3.4% | +7.5% | -4.1% | +1.0% |
| 30D | +12.0% | +44.3% | -32.2% | +2.1% |
| 3M | -10.0% | +16.5% | -26.5% | -15.2% |
| All | -10.0% | +14.5% | -24.5% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 3mo: compounded portfolio wealth divided by compounded CRCL 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…
3mo analysis · Full analysis span regression · Available span rolling