+17,983.8%
ISRG vs CAKE
+1,072.4%
+16,911.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -1.6% | -4.0% | +2.4% | -0.6% |
| 30D | -2.3% | +2.4% | -4.7% | -3.1% |
| 3M | -12.4% | +69.0% | -81.4% | -24.3% |
| 6M | -26.8% | +69.3% | -96.1% | -37.0% |
| YTD | -35.3% | +115.8% | -151.0% | -47.8% |
| 1Y | -19.3% | +79.3% | -98.7% | -32.0% |
| 3Y | +18.1% | +262.0% | -243.9% | -19.3% |
| 5Y | +2.6% | +165.7% | -163.0% | -26.7% |
| 10Y | +379.4% | +158.9% | +220.5% | +195.4% |
| All | +17,983.8% | +1,072.4% | +16,911.4% | +8,846.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling