+6.0%
TSLA vs CHRW
+21.7%
-15.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +3.0% | +4.1% | -1.0% | +2.8% |
| 30D | +11.2% | +1.9% | +9.3% | +11.1% |
| 3M | -7.3% | -21.2% | +13.9% | -6.0% |
| 6M | -7.7% | -16.7% | +8.9% | -6.6% |
| YTD | -18.2% | -5.4% | -12.8% | -16.0% |
| 1Y | +6.0% | +21.2% | -15.2% | +17.0% |
| All | +6.0% | +21.7% | -15.7% | +17.0% |
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