+539.2%
ISRG vs CASY
+555.0%
-15.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.6% |
| 7D | -2.0% | +3.6% | -5.6% | -3.1% |
| 30D | +5.6% | +9.1% | -3.5% | +2.6% |
| 3M | +10.5% | -16.5% | +27.1% | +16.3% |
| 6M | +2.6% | -19.7% | +22.3% | +7.9% |
| YTD | -21.7% | +29.3% | -50.9% | -31.9% |
| 1Y | -21.6% | +33.1% | -54.7% | -32.7% |
| 3Y | +57.0% | +158.5% | -101.5% | +0.4% |
| 5Y | +25.0% | +266.7% | -241.7% | -32.2% |
| All | +539.2% | +555.0% | -15.8% | +176.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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