+34.6%
TSLA vs CAG
-37.0%
+71.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.4% | +3.9% |
| 7D | +3.4% | -5.3% | +8.7% | +3.1% |
| 30D | +12.0% | +1.0% | +11.1% | +12.0% |
| 3M | -10.0% | +17.4% | -27.3% | -9.1% |
| 6M | -7.2% | -16.8% | +9.6% | -6.9% |
| YTD | -18.1% | -6.8% | -11.4% | -17.8% |
| 1Y | +6.3% | -15.4% | +21.7% | +7.0% |
| All | +34.6% | -37.0% | +71.5% | +33.9% |
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