+24,855.0%
TSLA vs CAG
+43.2%
+24,811.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.0% |
| 7D | +15.6% | -6.2% | +21.8% | +16.6% |
| 30D | +5.9% | +7.4% | -1.5% | +4.4% |
| 3M | +21.4% | -1.6% | +23.0% | +21.1% |
| 6M | -8.3% | +6.3% | -14.6% | -9.9% |
| YTD | -11.6% | -10.1% | -1.5% | -11.0% |
| 1Y | -7.7% | -10.2% | +2.5% | -7.2% |
| 3Y | +85.2% | -37.3% | +122.5% | +96.4% |
| 5Y | +15.4% | -41.6% | +57.0% | +22.0% |
| 10Y | +3,061.7% | -38.1% | +3,099.8% | +3,034.9% |
| All | +24,855.0% | +43.2% | +24,811.8% | +15,316.3% |
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