-0.9%
TSLA vs CRWV
-24.5%
+23.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRWV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.5% |
| 7D | +3.2% | -0.4% | +3.6% | +3.2% |
| 30D | +11.6% | -17.4% | +29.0% | +14.0% |
| 3M | -8.4% | -7.1% | -1.4% | -9.3% |
| 6M | -10.4% | +8.6% | -19.0% | -14.5% |
| YTD | -18.7% | +24.3% | -43.0% | -25.0% |
| 1Y | -0.9% | -21.0% | +20.1% | +0.2% |
| All | -0.9% | -24.5% | +23.6% | +0.2% |
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