+4.6%
TSLA vs CHRW
+16.7%
-12.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.6% | -6.6% | -5.9% |
| 7D | +1.5% | -1.8% | +3.4% | +1.6% |
| 30D | +10.1% | -3.9% | +14.0% | +10.3% |
| 3M | -15.4% | -19.7% | +4.4% | -14.2% |
| 6M | -12.8% | -21.7% | +8.9% | -11.6% |
| YTD | -21.3% | -7.5% | -13.7% | -19.0% |
| 1Y | +4.6% | +17.3% | -12.7% | +15.1% |
| All | +4.6% | +16.7% | -12.1% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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