+3,125.8%
TSLA vs CDW
+312.7%
+2,813.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.5% |
| 7D | +8.9% | +9.3% | -0.4% | +3.7% |
| 30D | +6.3% | +14.4% | -8.1% | -2.5% |
| 3M | +14.8% | +21.4% | -6.6% | +0.6% |
| 6M | -12.4% | +72.8% | -85.2% | -40.1% |
| YTD | -13.2% | +28.0% | -41.3% | -31.7% |
| 1Y | -2.9% | +19.3% | -22.3% | -20.0% |
| 3Y | +74.4% | -15.3% | +89.7% | +76.8% |
| 5Y | +13.3% | -3.8% | +17.1% | +5.5% |
| All | +3,125.8% | +312.7% | +2,813.2% | +1,468.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling