+79.2%
CIFR vs ISRG
+49.4%
+29.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +3.0% | +2.6% |
| 7D | +16.9% | -1.6% | +18.5% | +18.1% |
| 30D | -5.2% | -2.3% | -2.9% | -4.9% |
| 3M | -30.6% | -12.4% | -18.1% | -27.2% |
| 6M | +10.6% | -26.8% | +37.4% | +30.7% |
| YTD | +20.2% | -35.3% | +55.4% | +53.8% |
| 1Y | +139.7% | -19.3% | +159.1% | +154.4% |
| 3Y | +489.4% | +18.1% | +471.2% | +407.5% |
| 5Y | +54.4% | +2.6% | +51.8% | +19.9% |
| All | +79.2% | +49.4% | +29.7% | +32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling