-2.9%
TSLA vs CDW
+19.9%
-22.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.8% |
| 7D | +8.9% | +9.3% | -0.4% | +8.2% |
| 30D | +6.3% | +14.4% | -8.1% | +5.6% |
| 3M | +14.8% | +21.4% | -6.6% | +13.4% |
| 6M | -12.4% | +72.8% | -85.2% | -12.5% |
| YTD | -13.2% | +28.0% | -41.3% | -12.1% |
| 1Y | -2.9% | +19.3% | -22.3% | -0.4% |
| All | -2.9% | +19.9% | -22.9% | -0.4% |
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