+15.5%
TSLA vs CHRW
+58.8%
-43.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +8.9% | +7.3% | +1.6% | +7.2% |
| 30D | +6.3% | -3.6% | +9.9% | +7.0% |
| 3M | +14.8% | -9.6% | +24.4% | +16.6% |
| 6M | -12.4% | -17.0% | +4.6% | -9.8% |
| YTD | -13.2% | -15.4% | +2.2% | -12.5% |
| 1Y | -2.9% | -10.0% | +7.1% | -3.9% |
| 3Y | +74.4% | +82.2% | -7.7% | +29.3% |
| All | +15.5% | +58.8% | -43.2% | -4.7% |
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