-13.3%
TSLA vs CASY
+32.1%
-45.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.8% | -3.2% |
| 7D | -4.7% | +0.8% | -5.5% | -4.6% |
| 30D | +1.7% | +9.4% | -7.7% | +2.8% |
| 3M | +17.7% | -20.6% | +38.3% | +14.8% |
| 6M | -1.9% | -20.7% | +18.9% | -2.3% |
| YTD | -14.3% | +22.5% | -36.9% | -10.0% |
| 1Y | -13.3% | +29.5% | -42.8% | -4.4% |
| All | -13.3% | +32.1% | -45.4% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 1y: compounded portfolio wealth divided by compounded CASY 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…
1y analysis · Full analysis span regression · 6 months rolling