+5,114.4%
TSLA vs CDW
+1,014.9%
+4,099.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -1.1% |
| 7D | -4.7% | +13.1% | -17.8% | -11.3% |
| 30D | -0.8% | +19.1% | -19.9% | -10.7% |
| 3M | +14.8% | +24.7% | -10.0% | -0.2% |
| 6M | -11.3% | +63.4% | -74.7% | -35.9% |
| YTD | -15.6% | +26.3% | -41.9% | -32.0% |
| 1Y | -14.7% | +20.6% | -35.3% | -29.5% |
| 3Y | +76.9% | -16.3% | +93.2% | +80.0% |
| 5Y | +6.7% | -3.9% | +10.6% | +0.4% |
| 10Y | +2,973.5% | +331.5% | +2,642.0% | +1,321.7% |
| All | +5,114.4% | +1,014.9% | +4,099.5% | +2,274.3% |
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