+537.3%
ISRG vs CCEP
+315.0%
+222.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.3% | -2.3% |
| 7D | +2.1% | +5.4% | -3.3% | -0.1% |
| 30D | +6.2% | +12.8% | -6.6% | +0.6% |
| 3M | +14.4% | +10.9% | +3.5% | +9.0% |
| 6M | 0.0% | +25.6% | -25.6% | -9.9% |
| YTD | -20.5% | +31.0% | -51.5% | -30.1% |
| 1Y | -21.9% | +32.3% | -54.2% | -31.6% |
| 3Y | +62.2% | +110.5% | -48.3% | +14.2% |
| 5Y | +25.2% | +141.8% | -116.6% | -18.2% |
| 10Y | +537.3% | +341.1% | +196.2% | +247.5% |
| All | +537.3% | +315.0% | +222.3% | +247.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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