-13.3%
TSLA vs CHRW
-10.6%
-2.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.6% | -3.4% |
| 7D | -4.7% | +4.9% | -9.6% | -5.1% |
| 30D | +1.7% | -4.8% | +6.5% | +2.1% |
| 3M | +17.7% | -13.1% | +30.8% | +18.9% |
| 6M | -1.9% | -16.3% | +14.5% | +0.1% |
| YTD | -14.3% | -15.8% | +1.5% | -20.4% |
| 1Y | -13.3% | -11.1% | -2.2% | -23.2% |
| All | -13.3% | -10.6% | -2.7% | -23.2% |
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