+46.5%
TSLA vs CHRW
+90.3%
-43.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.6% |
| 7D | +3.4% | +1.9% | +1.5% | +2.9% |
| 30D | +12.0% | +0.9% | +11.1% | +11.7% |
| 3M | -10.0% | -19.9% | +9.9% | -5.7% |
| 6M | -7.2% | -15.8% | +8.6% | -4.4% |
| YTD | -18.1% | -5.6% | -12.6% | -19.0% |
| 1Y | +6.3% | +21.0% | -14.8% | -2.9% |
| 3Y | +48.2% | +86.0% | -37.9% | +13.5% |
| 5Y | +46.5% | +88.6% | -42.1% | +17.1% |
| All | +46.5% | +90.3% | -43.8% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling