+83.3%
CIFR vs ISRG
-24.8%
+108.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.9% | -9.6% | -8.7% |
| 7D | +11.3% | -5.0% | +16.3% | +11.3% |
| 30D | +3.5% | -10.2% | +13.7% | +3.5% |
| 3M | -26.6% | -17.2% | -9.4% | -25.4% |
| 6M | +18.1% | -28.4% | +46.5% | +24.0% |
| YTD | +14.5% | -37.6% | +52.1% | +18.3% |
| 1Y | +83.3% | -24.4% | +107.7% | +98.0% |
| All | +83.3% | -24.8% | +108.1% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 1y: compounded portfolio wealth divided by compounded ISRG 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…
1y analysis · Full analysis span regression · 6 months rolling