-1.0%
ISRG vs CAKE
+163.4%
-164.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.2% | +1.7% |
| 7D | -5.0% | -4.6% | -0.4% | -3.9% |
| 30D | -10.2% | -6.6% | -3.6% | -8.9% |
| 3M | -17.2% | +52.9% | -70.1% | -26.3% |
| 6M | -28.4% | +65.7% | -94.2% | -37.9% |
| YTD | -37.6% | +107.8% | -145.4% | -49.2% |
| 1Y | -24.4% | +78.5% | -102.9% | -36.1% |
| 3Y | +18.4% | +266.4% | -247.9% | -20.3% |
| 5Y | -1.0% | +159.6% | -160.6% | -31.7% |
| All | -1.0% | +163.4% | -164.4% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 5y: compounded portfolio wealth divided by compounded CAKE 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…
5y analysis · Full analysis span regression · 6 months rolling