+74.4%
TSLA vs CAG
-36.3%
+110.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.1% | -1.7% |
| 7D | +8.9% | -3.3% | +12.3% | +8.5% |
| 30D | +6.3% | +7.7% | -1.4% | +7.0% |
| 3M | +14.8% | -3.2% | +18.0% | +14.8% |
| 6M | -12.4% | +7.0% | -19.3% | -11.4% |
| YTD | -13.2% | -9.0% | -4.3% | -12.7% |
| 1Y | -2.9% | -9.6% | +6.7% | -2.4% |
| 3Y | +74.4% | -36.0% | +110.4% | +69.7% |
| All | +74.4% | -36.3% | +110.8% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling