-15.1%
TSLA vs CDW
+16.9%
-32.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.8% | +0.7% | +5.2% |
| 7D | -6.4% | +9.3% | -15.7% | -6.6% |
| 30D | -1.2% | +15.8% | -17.0% | -1.9% |
| 3M | +15.1% | +21.8% | -6.7% | +14.0% |
| 6M | -11.7% | +58.8% | -70.5% | -11.6% |
| YTD | -15.9% | +22.8% | -38.7% | -15.3% |
| All | -15.1% | +16.9% | -32.0% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling