+2,682.2%
TSLA vs CAG
-33.9%
+2,716.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +3.0% | -6.6% | +9.6% | +3.5% |
| 30D | +11.2% | +2.3% | +8.9% | +10.9% |
| 3M | -7.3% | +16.3% | -23.6% | -8.5% |
| 6M | -7.7% | -16.0% | +8.3% | -6.4% |
| YTD | -18.2% | -7.7% | -10.5% | -17.8% |
| 1Y | +6.0% | -16.0% | +22.0% | +7.4% |
| 3Y | +48.0% | -37.7% | +85.7% | +53.6% |
| 5Y | +46.2% | -41.2% | +87.4% | +51.1% |
| All | +2,682.2% | -33.9% | +2,716.2% | +2,676.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling