+22,131.9%
TSLA vs CAG
+50.6%
+22,081.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.0% | -5.8% |
| 7D | +1.5% | -3.8% | +5.3% | +2.1% |
| 30D | +10.1% | +3.1% | +7.0% | +9.5% |
| 3M | -15.4% | +23.5% | -38.9% | -18.5% |
| 6M | -12.8% | -14.8% | +2.1% | -10.7% |
| YTD | -21.3% | -5.4% | -15.8% | -21.1% |
| 1Y | +4.6% | -11.8% | +16.4% | +6.0% |
| 3Y | +44.5% | -36.7% | +81.2% | +53.9% |
| 5Y | +44.8% | -40.3% | +85.1% | +53.4% |
| 10Y | +2,585.4% | -37.0% | +2,622.4% | +2,582.6% |
| All | +22,131.9% | +50.6% | +22,081.3% | +13,580.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling