+4,761.5%
TSLA vs CDW
+903.1%
+3,858.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -4.9% | -5.4% |
| 7D | +1.5% | +3.2% | -1.6% | -0.1% |
| 30D | +10.1% | +9.3% | +0.8% | +4.6% |
| 3M | -15.4% | +9.8% | -25.2% | -20.7% |
| 6M | -12.8% | +23.3% | -36.1% | -27.2% |
| YTD | -21.3% | +13.7% | -34.9% | -31.6% |
| 1Y | +4.6% | -6.5% | +11.1% | +2.0% |
| 3Y | +44.5% | -25.2% | +69.8% | +59.6% |
| 5Y | +44.8% | -19.5% | +64.3% | +52.4% |
| 10Y | +2,585.4% | +285.8% | +2,299.6% | +1,242.4% |
| All | +4,761.5% | +903.1% | +3,858.4% | +2,287.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling