+2,698.1%
TSLA vs CASY
+549.1%
+2,149.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.0% | +7.0% | +4.9% |
| 7D | +3.4% | -4.4% | +7.7% | +4.8% |
| 30D | +12.0% | -12.0% | +24.1% | +16.3% |
| 3M | -10.0% | -2.3% | -7.6% | -11.5% |
| 6M | -7.2% | +10.5% | -17.7% | -13.1% |
| YTD | -18.1% | +33.0% | -51.2% | -28.6% |
| 1Y | +6.3% | +41.1% | -34.9% | -9.9% |
| 3Y | +48.2% | +207.5% | -159.3% | -5.8% |
| 5Y | +46.5% | +290.7% | -244.2% | -15.2% |
| 10Y | +2,698.1% | +556.5% | +2,141.7% | +1,225.5% |
| All | +2,698.1% | +549.1% | +2,149.1% | +1,225.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling