-25.6%
TSLA vs CRWV
-63.1%
+37.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRWV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -9.8% | -0.9% | -9.4% |
| 7D | -14.8% | -28.1% | +13.3% | -11.1% |
| 30D | -9.7% | -52.4% | +42.7% | -1.2% |
| 3M | +6.9% | -51.4% | +58.3% | +15.8% |
| 6M | -11.7% | -65.9% | +54.1% | -2.3% |
| YTD | -23.6% | -39.0% | +15.5% | -22.6% |
| 1Y | -25.6% | -61.8% | +36.2% | -15.5% |
| All | -25.6% | -63.1% | +37.5% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRWV.
Daily Out/Under-Performance
Portfolio return minus CRWV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRWV 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 1y: compounded portfolio wealth divided by compounded CRWV 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…
1y analysis · Full analysis span regression · 6 months rolling