+23,015.9%
TSLA vs CRS
+1,611.2%
+21,404.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.5% | +7.5% | +5.2% |
| 7D | +3.4% | -3.1% | +6.5% | +4.4% |
| 30D | +12.0% | -19.6% | +31.7% | +20.5% |
| 3M | -10.0% | -8.1% | -1.9% | -7.9% |
| 6M | -7.2% | +18.6% | -25.8% | -13.7% |
| YTD | -18.1% | +45.9% | -64.0% | -29.7% |
| 1Y | +6.3% | +82.5% | -76.2% | -16.9% |
| 3Y | +48.2% | +648.9% | -600.7% | -28.9% |
| 5Y | +46.5% | +1,438.1% | -1,391.6% | -46.7% |
| 10Y | +2,698.1% | +1,327.0% | +1,371.1% | +776.6% |
| All | +23,015.9% | +1,611.2% | +21,404.7% | +6,255.4% |
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