+46.5%
TSLA vs CRL
-37.4%
+83.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.7% | +6.7% | +5.0% |
| 7D | +3.4% | -0.6% | +3.9% | +3.6% |
| 30D | +12.0% | +5.0% | +7.1% | +9.9% |
| 3M | -10.0% | +50.6% | -60.6% | -24.3% |
| 6M | -7.2% | +60.9% | -68.1% | -25.2% |
| YTD | -18.1% | +40.7% | -58.9% | -30.8% |
| 1Y | +6.3% | +73.3% | -67.0% | -19.1% |
| 3Y | +48.2% | +40.6% | +7.6% | +15.9% |
| 5Y | +46.5% | -37.0% | +83.5% | +36.9% |
| All | +46.5% | -37.4% | +83.9% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling