+48.1%
TSLA vs CRS
+1,358.7%
-1,310.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.1% | -0.3% |
| 7D | -3.4% | -4.1% | +0.7% | -1.9% |
| 30D | +9.2% | -16.6% | +25.8% | +17.0% |
| 3M | -4.7% | -14.3% | +9.5% | +0.6% |
| 6M | -8.9% | +11.6% | -20.5% | -14.3% |
| YTD | -19.2% | +42.6% | -61.7% | -31.8% |
| 1Y | +4.5% | +81.8% | -77.3% | -21.8% |
| 3Y | +46.3% | +632.1% | -585.8% | -35.9% |
| 5Y | +48.1% | +1,401.6% | -1,353.5% | -50.0% |
| All | +48.1% | +1,358.7% | -1,310.6% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling