+74.4%
TSLA vs CAH
+180.6%
-106.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.8% |
| 7D | +8.9% | +3.5% | +5.5% | +9.1% |
| 30D | +6.3% | +13.5% | -7.2% | +7.0% |
| 3M | +14.8% | +21.8% | -7.1% | +15.9% |
| 6M | -12.4% | +51.5% | -63.9% | -11.6% |
| YTD | -13.2% | +38.1% | -51.3% | -12.2% |
| 1Y | -2.9% | +37.7% | -40.6% | -1.7% |
| 3Y | +74.4% | +179.6% | -105.2% | +72.4% |
| All | +74.4% | +180.6% | -106.1% | +72.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling