+2,737.0%
TSLA vs CRL
+244.4%
+2,492.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | +3.0% | -4.6% | +7.6% | +5.4% |
| 30D | +11.2% | +0.5% | +10.7% | +10.7% |
| 3M | -7.3% | +46.6% | -53.9% | -24.7% |
| 6M | -7.7% | +57.3% | -65.0% | -29.1% |
| YTD | -18.2% | +39.5% | -57.8% | -33.9% |
| 1Y | +6.0% | +76.9% | -70.9% | -25.8% |
| 3Y | +48.0% | +39.4% | +8.7% | +7.8% |
| 5Y | +46.2% | -37.2% | +83.3% | +66.6% |
| 10Y | +2,737.0% | +253.4% | +2,483.6% | +1,145.6% |
| All | +2,737.0% | +244.4% | +2,492.6% | +1,145.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling