+3,125.8%
TSLA vs CRL
+350.3%
+2,775.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.4% |
| 7D | +8.9% | +0.1% | +8.8% | +8.9% |
| 30D | +6.3% | +11.9% | -5.6% | +0.1% |
| 3M | +14.8% | +20.2% | -5.4% | +3.9% |
| 6M | -12.4% | +107.5% | -119.9% | -41.1% |
| YTD | -13.2% | +69.4% | -82.7% | -36.9% |
| 1Y | -2.9% | +99.7% | -102.7% | -35.7% |
| 3Y | +74.4% | +98.8% | -24.3% | +3.6% |
| 5Y | +13.3% | -12.4% | +25.7% | +8.4% |
| All | +3,125.8% | +350.3% | +2,775.6% | +1,160.6% |
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