+6.0%
TSLA vs CRL
+66.2%
-60.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +3.0% | -4.6% | +7.6% | +3.7% |
| 30D | +11.2% | +0.5% | +10.7% | +11.1% |
| 3M | -7.3% | +46.6% | -53.9% | -12.7% |
| 6M | -7.7% | +57.3% | -65.0% | -15.0% |
| YTD | -18.2% | +39.5% | -57.8% | -23.7% |
| 1Y | +6.0% | +76.9% | -70.9% | -4.5% |
| All | +6.0% | +66.2% | -60.2% | -4.5% |
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