+5,875.7%
CAT vs ISRG
+22,383.9%
-16,508.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +1.5% |
| 7D | -10.3% | +4.8% | -15.1% | -11.2% |
| 30D | -31.2% | +9.2% | -40.4% | -32.5% |
| 3M | -34.7% | +21.2% | -55.8% | -37.3% |
| 6M | -39.5% | +0.2% | -39.7% | -40.3% |
| YTD | -1.7% | -20.1% | +18.4% | +1.1% |
| 1Y | -1.1% | -17.3% | +16.2% | +0.9% |
| 3Y | +143.9% | +63.3% | +80.5% | +116.5% |
| 5Y | +194.8% | +24.1% | +170.7% | +170.1% |
| 10Y | +739.8% | +507.0% | +232.8% | +481.8% |
| All | +5,875.7% | +22,383.9% | -16,508.1% | +2,531.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling