+4.6%
TSLA vs CRS
+102.1%
-97.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.7% | -7.6% | -6.3% |
| 7D | +1.5% | -0.2% | +1.8% | +1.6% |
| 30D | +10.1% | -16.6% | +26.7% | +14.7% |
| 3M | -15.4% | -3.5% | -11.9% | -14.4% |
| 6M | -12.8% | +15.4% | -28.2% | -15.7% |
| YTD | -21.3% | +51.2% | -72.5% | -26.8% |
| 1Y | +4.6% | +98.3% | -93.7% | -5.9% |
| All | +4.6% | +102.1% | -97.5% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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