-0.9%
TSLA vs CRS
+79.6%
-80.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | +3.2% | -6.8% | +10.0% | +4.8% |
| 30D | +11.6% | -16.1% | +27.7% | +16.1% |
| 3M | -8.4% | -21.2% | +12.7% | -3.3% |
| 6M | -10.4% | +8.7% | -19.1% | -12.3% |
| YTD | -18.7% | +41.0% | -59.7% | -23.5% |
| 1Y | -0.9% | +82.7% | -83.6% | -10.1% |
| All | -0.9% | +79.6% | -80.5% | -10.1% |
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