+22,131.9%
TSLA vs CHRW
+278.0%
+21,853.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.1% | -7.0% | -6.3% |
| 7D | +1.5% | -1.4% | +2.9% | +2.0% |
| 30D | +10.1% | -3.5% | +13.6% | +11.2% |
| 3M | -15.4% | -19.4% | +4.0% | -10.0% |
| 6M | -12.8% | -21.4% | +8.6% | -7.2% |
| YTD | -21.3% | -7.1% | -14.1% | -21.9% |
| 1Y | +4.6% | +17.8% | -13.2% | -6.2% |
| 3Y | +44.5% | +78.8% | -34.3% | +6.1% |
| 5Y | +44.8% | +83.5% | -38.7% | +3.0% |
| 10Y | +2,585.4% | +160.2% | +2,425.2% | +1,478.3% |
| All | +22,131.9% | +278.0% | +21,853.9% | +9,372.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling