-11.7%
ISRG vs CAI
-9.5%
-2.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -1.8% |
| 7D | +2.1% | -25.6% | +27.7% | +4.9% |
| 30D | +6.2% | -17.7% | +23.9% | +7.9% |
| 3M | +14.4% | +4.4% | +10.0% | +13.3% |
| 6M | 0.0% | +51.3% | -51.3% | -5.4% |
| YTD | -20.5% | -9.5% | -11.1% | -22.2% |
| 1Y | -21.9% | -1.5% | -20.4% | -23.7% |
| All | -11.7% | -9.5% | -2.2% | -14.9% |
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