+76.9%
TSLA vs CHRW
+70.9%
+6.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.7% | -3.4% | -1.3% | -4.3% |
| 30D | -0.8% | -9.4% | +8.6% | +0.3% |
| 3M | +14.8% | -12.6% | +27.4% | +16.2% |
| 6M | -11.3% | -24.2% | +12.8% | -8.6% |
| YTD | -15.6% | -18.9% | +3.3% | -14.4% |
| 1Y | -14.7% | -13.7% | -1.0% | -14.3% |
| 3Y | +76.9% | +72.6% | +4.3% | +48.2% |
| All | +76.9% | +70.9% | +6.0% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling