+34.4%
TSLA vs CRS
+636.8%
-602.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +3.0% | -0.5% | +3.6% | +3.1% |
| 30D | +11.2% | -18.1% | +29.3% | +20.7% |
| 3M | -7.3% | -12.4% | +5.2% | -2.6% |
| 6M | -7.7% | +15.9% | -23.7% | -15.3% |
| YTD | -18.2% | +45.8% | -64.0% | -33.0% |
| 1Y | +6.0% | +87.8% | -81.7% | -25.0% |
| All | +34.4% | +636.8% | -602.3% | -45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling