-8.3%
TSLA vs CAG
+6.0%
-14.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +1.1% |
| 7D | +15.6% | -6.2% | +21.8% | +13.6% |
| 30D | +5.9% | +7.4% | -1.5% | +7.3% |
| 3M | +21.4% | -1.6% | +23.0% | +21.1% |
| 6M | -8.3% | +6.3% | -14.6% | -5.5% |
| All | -8.3% | +6.0% | -14.3% | -5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling