+74.4%
TSLA vs CRS
+343.5%
-269.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.8% | -0.7% |
| 7D | +8.9% | +4.8% | +4.2% | +6.8% |
| 30D | +6.3% | -23.2% | +29.5% | +16.8% |
| 3M | +14.8% | -45.5% | +60.3% | +45.3% |
| 6M | -12.4% | -33.1% | +20.8% | +0.9% |
| YTD | -13.2% | -7.2% | -6.0% | -15.6% |
| 1Y | -2.9% | -10.0% | +7.1% | -4.4% |
| 3Y | +74.4% | +332.3% | -257.9% | -11.8% |
| All | +74.4% | +343.5% | -269.0% | -11.8% |
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