+4.6%
TSLA vs CRL
+78.8%
-74.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.7% | -4.3% | -5.7% |
| 7D | +1.5% | -1.0% | +2.6% | +1.7% |
| 30D | +10.1% | +10.7% | -0.5% | +8.6% |
| 3M | -15.4% | +55.3% | -70.7% | -21.1% |
| 6M | -12.8% | +60.7% | -73.4% | -19.9% |
| YTD | -21.3% | +44.6% | -65.9% | -26.9% |
| 1Y | +4.6% | +77.7% | -73.2% | -6.2% |
| All | +4.6% | +78.8% | -74.3% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling