+95.4%
CAT vs ISRG
-16.8%
+112.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.6% | +1.7% |
| 7D | +1.7% | -1.6% | +3.3% | +1.7% |
| 30D | -6.6% | -2.3% | -4.3% | -6.6% |
| 3M | -13.3% | -12.4% | -0.8% | -12.8% |
| 6M | +11.6% | -26.8% | +38.4% | +13.5% |
| YTD | +42.9% | -35.3% | +78.2% | +45.0% |
| 1Y | +95.4% | -19.3% | +114.8% | +100.0% |
| All | +95.4% | -16.8% | +112.2% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 ISRG 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