-13.3%
TSLA vs CRM
-11.3%
-2.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.2% | -5.5% | -3.5% |
| 7D | -4.7% | -6.2% | +1.5% | -4.3% |
| 30D | +1.7% | -1.2% | +2.9% | +1.7% |
| 3M | +17.7% | +19.1% | -1.5% | +16.0% |
| 6M | -1.9% | +23.0% | -24.8% | -3.1% |
| YTD | -14.3% | -13.7% | -0.7% | -9.6% |
| 1Y | -13.3% | -10.0% | -3.3% | -9.5% |
| All | -13.3% | -11.3% | -2.0% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRM.
Daily Out/Under-Performance
Portfolio return minus CRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRM 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 CRM 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