+22,871.8%
ISRG vs CBRE
+2,039.6%
+20,832.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.7% | -3.2% |
| 7D | +4.8% | +5.2% | -0.4% | +3.4% |
| 30D | +9.2% | +6.2% | +3.0% | +7.2% |
| 3M | +21.2% | -8.1% | +29.3% | +23.6% |
| 6M | +0.2% | -6.6% | +6.9% | +1.8% |
| YTD | -20.1% | -15.7% | -4.3% | -16.9% |
| 1Y | -17.3% | -9.7% | -7.7% | -15.8% |
| 3Y | +63.3% | +80.4% | -17.1% | +35.8% |
| 5Y | +24.1% | +27.0% | -3.0% | +13.2% |
| 10Y | +507.0% | +412.9% | +94.0% | +275.4% |
| All | +22,871.8% | +2,039.6% | +20,832.2% | +4,241.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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