+17,983.8%
ISRG vs CCEP
+2,069.5%
+15,914.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | +0.3% |
| 7D | -1.6% | -3.1% | +1.5% | -0.5% |
| 30D | -2.3% | -2.6% | +0.3% | -1.4% |
| 3M | -12.4% | +14.9% | -27.4% | -16.9% |
| 6M | -26.8% | +2.3% | -29.1% | -27.6% |
| YTD | -35.3% | +17.8% | -53.1% | -39.4% |
| 1Y | -19.3% | +24.2% | -43.5% | -26.0% |
| 3Y | +18.1% | +84.7% | -66.6% | -6.9% |
| 5Y | +2.6% | +103.2% | -100.6% | -22.7% |
| 10Y | +379.4% | +257.4% | +122.1% | +186.2% |
| All | +17,983.8% | +2,069.5% | +15,914.4% | +5,541.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling