+2,973.5%
TSLA vs CRL
+353.6%
+2,619.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.5% |
| 7D | -4.7% | -1.7% | -3.0% | -3.8% |
| 30D | -0.8% | +14.6% | -15.3% | -7.6% |
| 3M | +14.8% | +24.8% | -10.1% | +1.9% |
| 6M | -11.3% | +94.7% | -106.0% | -38.6% |
| YTD | -15.6% | +73.4% | -88.9% | -39.3% |
| 1Y | -14.7% | +104.7% | -119.4% | -44.1% |
| 3Y | +76.9% | +101.1% | -24.1% | +4.7% |
| 5Y | +6.7% | -10.8% | +17.5% | +1.2% |
| 10Y | +2,973.5% | +358.8% | +2,614.7% | +1,101.9% |
| All | +2,973.5% | +353.6% | +2,619.9% | +1,101.9% |
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