-30.7%
ISRG vs CAI
-11.0%
-19.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.2% |
| 7D | -5.0% | -3.1% | -1.9% | -4.7% |
| 30D | -10.2% | +2.7% | -12.9% | -10.6% |
| 3M | -17.2% | +41.7% | -58.9% | -20.5% |
| 6M | -28.4% | +26.5% | -54.9% | -31.1% |
| YTD | -37.6% | -10.9% | -26.7% | -38.6% |
| 1Y | -24.4% | -29.2% | +4.8% | -25.4% |
| All | -30.7% | -11.0% | -19.7% | -32.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling