+46.2%
TSLA vs CAG
-41.8%
+88.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.2% |
| 7D | +3.0% | -6.6% | +9.6% | +2.6% |
| 30D | +11.2% | +2.3% | +8.9% | +11.3% |
| 3M | -7.3% | +16.3% | -23.6% | -6.2% |
| 6M | -7.7% | -16.0% | +8.3% | -8.1% |
| YTD | -18.2% | -7.7% | -10.5% | -18.1% |
| 1Y | +6.0% | -16.0% | +22.0% | +5.9% |
| 3Y | +48.0% | -37.7% | +85.7% | +45.9% |
| 5Y | +46.2% | -41.2% | +87.4% | +49.5% |
| All | +46.2% | -41.8% | +88.0% | +49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling