+2,664.3%
TSLA vs CRS
+1,392.1%
+1,272.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.9% |
| 7D | +3.2% | -6.8% | +10.0% | +5.6% |
| 30D | +11.6% | -16.1% | +27.7% | +18.1% |
| 3M | -8.4% | -21.2% | +12.7% | -1.4% |
| 6M | -10.4% | +8.7% | -19.1% | -14.0% |
| YTD | -18.7% | +41.0% | -59.7% | -29.1% |
| 1Y | -0.9% | +82.7% | -83.6% | -21.9% |
| 3Y | +33.6% | +604.8% | -571.2% | -32.3% |
| 5Y | +48.9% | +1,384.7% | -1,335.8% | -41.7% |
| All | +2,664.3% | +1,392.1% | +1,272.2% | +909.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling