+48.2%
TSLA vs CRL
+37.9%
+10.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.7% | +6.7% | +4.8% |
| 7D | +3.4% | -0.6% | +3.9% | +3.5% |
| 30D | +12.0% | +5.0% | +7.1% | +10.3% |
| 3M | -10.0% | +50.6% | -60.6% | -21.8% |
| 6M | -7.2% | +60.9% | -68.1% | -22.1% |
| YTD | -18.1% | +40.7% | -58.9% | -28.5% |
| 1Y | +6.3% | +73.3% | -67.0% | -15.1% |
| 3Y | +48.2% | +40.6% | +7.6% | +17.1% |
| All | +48.2% | +37.9% | +10.2% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling