+48.2%
TSLA vs CHRW
+86.2%
-38.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.7% |
| 7D | +3.4% | +1.9% | +1.5% | +3.1% |
| 30D | +12.0% | +0.9% | +11.1% | +11.9% |
| 3M | -10.0% | -19.9% | +9.9% | -7.2% |
| 6M | -7.2% | -15.8% | +8.6% | -5.3% |
| YTD | -18.1% | -5.6% | -12.6% | -18.4% |
| 1Y | +6.3% | +21.0% | -14.8% | +1.0% |
| 3Y | +48.2% | +86.0% | -37.9% | +25.0% |
| All | +48.2% | +86.2% | -38.0% | +25.0% |
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 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