+60.9%
ISRG vs CART
+41.0%
+19.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.6% | +7.8% | +9.1% |
| 7D | +8.5% | +1.4% | +7.2% | +8.3% |
| 30D | +18.6% | +29.7% | -11.1% | +13.8% |
| 3M | +30.9% | +29.7% | +1.2% | +25.5% |
| 6M | +6.6% | +36.8% | -30.2% | +1.2% |
| YTD | -14.9% | +31.7% | -46.5% | -19.0% |
| 1Y | -10.5% | +62.4% | -72.9% | -17.7% |
| 3Y | +73.1% | +120.1% | -47.0% | +46.2% |
| All | +60.9% | +41.0% | +19.9% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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