+74.4%
TSLA vs CDW
-15.0%
+89.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.6% |
| 7D | +8.9% | +9.3% | -0.4% | +5.7% |
| 30D | +6.3% | +14.4% | -8.1% | +1.1% |
| 3M | +14.8% | +21.4% | -6.6% | +6.3% |
| 6M | -12.4% | +72.8% | -85.2% | -31.3% |
| YTD | -13.2% | +28.0% | -41.3% | -24.3% |
| 1Y | -2.9% | +19.3% | -22.3% | -11.4% |
| 3Y | +74.4% | -15.3% | +89.7% | +79.0% |
| All | +74.4% | -15.0% | +89.4% | +79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling