+356.0%
ISRG vs CAG
-36.5%
+392.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.4% | -3.1% | -4.3% |
| 7D | -5.2% | -5.3% | +0.1% | -4.4% |
| 30D | -7.6% | +1.0% | -8.6% | -7.7% |
| 3M | -16.4% | +17.4% | -33.7% | -18.4% |
| 6M | -28.6% | -16.8% | -11.8% | -26.9% |
| YTD | -38.2% | -6.8% | -31.4% | -38.0% |
| 1Y | -25.5% | -15.4% | -10.1% | -24.1% |
| 3Y | +17.4% | -37.1% | +54.5% | +23.9% |
| 5Y | -3.0% | -41.3% | +38.3% | +3.5% |
| 10Y | +356.0% | -35.5% | +391.4% | +352.6% |
| All | +356.0% | -36.5% | +392.5% | +352.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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