-31.3%
ISRG vs CAI
-8.1%
-23.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.4% |
| 7D | -5.2% | +0.2% | -5.3% | -5.2% |
| 30D | -7.6% | +9.1% | -16.7% | -8.5% |
| 3M | -16.4% | +53.8% | -70.1% | -20.4% |
| 6M | -28.6% | +33.5% | -62.1% | -31.5% |
| YTD | -38.2% | -8.0% | -30.2% | -39.3% |
| 1Y | -25.5% | -28.7% | +3.2% | -26.6% |
| All | -31.3% | -8.1% | -23.2% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling