+2,883.7%
TSLA vs CDW
+325.6%
+2,558.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.8% | +0.7% | +2.8% |
| 7D | -6.4% | +9.3% | -15.7% | -11.4% |
| 30D | -1.2% | +15.8% | -17.0% | -10.1% |
| 3M | +15.1% | +21.8% | -6.7% | +0.6% |
| 6M | -11.7% | +58.8% | -70.5% | -36.5% |
| YTD | -15.9% | +22.8% | -38.7% | -32.2% |
| 1Y | -12.0% | +17.9% | -29.9% | -27.2% |
| 3Y | +80.0% | -17.4% | +97.5% | +84.8% |
| 5Y | +10.8% | -5.7% | +16.5% | +4.4% |
| 10Y | +2,883.7% | +319.5% | +2,564.2% | +1,515.1% |
| All | +2,883.7% | +325.6% | +2,558.0% | +1,515.1% |
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