+2,664.3%
TSLA vs CRH
+253.3%
+2,411.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -0.1% |
| 7D | +3.2% | -6.1% | +9.3% | +7.0% |
| 30D | +11.6% | -9.3% | +20.9% | +17.8% |
| 3M | -8.4% | -15.2% | +6.7% | +0.1% |
| 6M | -10.4% | -14.2% | +3.8% | -3.7% |
| YTD | -18.7% | -28.3% | +9.5% | -3.0% |
| 1Y | -0.9% | -21.8% | +20.9% | +11.5% |
| 3Y | +33.6% | +71.6% | -38.0% | -7.1% |
| 5Y | +48.9% | +96.6% | -47.7% | -7.1% |
| All | +2,664.3% | +253.3% | +2,411.0% | +1,091.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 10y: compounded portfolio wealth divided by compounded CRH 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…
10y analysis · Full analysis span regression · 6 months rolling