+4.6%
TSLA vs CAH
+65.8%
-61.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.3% | -6.1% |
| 7D | +1.5% | +5.4% | -3.9% | +2.9% |
| 30D | +10.1% | +3.3% | +6.8% | +11.1% |
| 3M | -15.4% | +22.8% | -38.2% | -10.8% |
| 6M | -12.8% | +11.3% | -24.0% | -9.4% |
| YTD | -21.3% | +21.1% | -42.4% | -16.1% |
| 1Y | +4.6% | +67.2% | -62.6% | +16.1% |
| All | +4.6% | +65.8% | -61.2% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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