-10.5%
ISRG vs CAI
+12.6%
-23.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.1% | +8.3% | +9.3% |
| 7D | +8.5% | -6.3% | +14.8% | +9.3% |
| 30D | +18.6% | +9.3% | +9.3% | +17.2% |
| 3M | +30.9% | +106.3% | -75.4% | +18.8% |
| 6M | +6.6% | +77.7% | -71.2% | -2.5% |
| YTD | -14.9% | +23.1% | -38.0% | -18.7% |
| 1Y | -10.5% | +6.5% | -17.1% | -14.1% |
| All | -10.5% | +12.6% | -23.1% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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