+2,698.1%
TSLA vs CDW
+263.0%
+2,435.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.2% | +9.2% | +7.0% |
| 7D | +3.4% | -3.9% | +7.3% | +5.6% |
| 30D | +12.0% | +6.9% | +5.2% | +7.4% |
| 3M | -10.0% | +7.7% | -17.7% | -15.4% |
| 6M | -7.2% | +18.3% | -25.5% | -21.9% |
| YTD | -18.1% | +7.8% | -25.9% | -27.6% |
| 1Y | +6.3% | -12.2% | +18.5% | +7.3% |
| 3Y | +48.2% | -28.9% | +77.1% | +69.2% |
| 5Y | +46.5% | -22.8% | +69.3% | +57.2% |
| 10Y | +2,698.1% | +266.1% | +2,432.1% | +1,392.5% |
| All | +2,698.1% | +263.0% | +2,435.2% | +1,392.5% |
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