+63.4%
TSLA vs CASY
+154.1%
-90.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | -10.4% | +1.1% | -11.5% | -10.7% |
| 30D | -5.2% | +8.7% | -13.9% | -7.2% |
| 3M | +12.1% | -17.3% | +29.4% | +16.8% |
| 6M | -10.2% | -19.7% | +9.6% | -5.9% |
| YTD | -20.3% | +24.8% | -45.2% | -32.3% |
| 1Y | -19.7% | +31.9% | -51.6% | -34.1% |
| 3Y | +63.4% | +155.4% | -92.0% | +6.5% |
| All | +63.4% | +154.1% | -90.7% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling