+49.9%
TSLA vs CAH
+401.2%
-351.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +3.0% | -2.2% | +5.3% | +3.2% |
| 30D | +11.2% | +1.2% | +10.0% | +11.0% |
| 3M | -7.3% | +13.1% | -20.4% | -8.6% |
| 6M | -7.7% | +8.5% | -16.2% | -8.5% |
| YTD | -18.2% | +17.6% | -35.8% | -20.1% |
| 1Y | +6.0% | +60.7% | -54.7% | -3.2% |
| 3Y | +48.0% | +183.2% | -135.1% | +17.6% |
| All | +49.9% | +401.2% | -351.3% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling