+22,727.1%
TSLA vs CRM
+1,002.2%
+21,724.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | -3.4% | -8.1% | +4.7% | +0.9% |
| 30D | +9.2% | +23.1% | -13.8% | -3.8% |
| 3M | -4.7% | +42.5% | -47.3% | -23.6% |
| 6M | -8.9% | +25.3% | -34.2% | -23.8% |
| YTD | -19.2% | -7.8% | -11.4% | -20.4% |
| 1Y | +4.5% | +1.0% | +3.5% | -3.0% |
| 3Y | +46.3% | +10.0% | +36.3% | +25.7% |
| 5Y | +48.1% | -3.9% | +52.0% | +34.3% |
| 10Y | +2,704.2% | +233.2% | +2,471.1% | +1,296.3% |
| All | +22,727.1% | +1,002.2% | +21,724.9% | +7,068.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling