+15.5%
TSLA vs CRS
+800.5%
-785.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.8% | -0.8% |
| 7D | +8.9% | +4.8% | +4.2% | +6.9% |
| 30D | +6.3% | -23.2% | +29.5% | +16.5% |
| 3M | +14.8% | -45.5% | +60.3% | +43.9% |
| 6M | -12.4% | -33.1% | +20.8% | +0.5% |
| YTD | -13.2% | -7.2% | -6.0% | -14.8% |
| 1Y | -2.9% | -10.0% | +7.1% | -3.6% |
| 3Y | +74.4% | +332.3% | -257.9% | -10.6% |
| All | +15.5% | +800.5% | -785.0% | -56.8% |
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 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