+24,401.0%
TSLA vs CRS
+988.6%
+23,412.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.8% | -0.9% |
| 7D | +8.9% | +4.8% | +4.2% | +7.1% |
| 30D | +6.3% | -23.2% | +29.5% | +15.2% |
| 3M | +14.8% | -45.5% | +60.3% | +39.6% |
| 6M | -12.4% | -33.1% | +20.8% | -1.2% |
| YTD | -13.2% | -7.2% | -6.0% | -13.9% |
| 1Y | -2.9% | -10.0% | +7.1% | -2.8% |
| 3Y | +74.4% | +332.3% | -257.9% | +0.1% |
| 5Y | +13.3% | +801.9% | -788.6% | -50.9% |
| 10Y | +3,004.2% | +820.9% | +2,183.3% | +1,034.3% |
| All | +24,401.0% | +988.6% | +23,412.4% | +7,684.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling