+370.1%
ISRG vs CCI
+17.8%
+352.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.3% |
| 7D | -5.0% | -0.3% | -4.7% | -4.9% |
| 30D | -10.2% | +2.1% | -12.3% | -11.0% |
| 3M | -17.2% | -17.8% | +0.6% | -11.2% |
| 6M | -28.4% | -14.2% | -14.3% | -24.8% |
| YTD | -37.6% | -13.3% | -24.3% | -35.2% |
| 1Y | -24.4% | -16.6% | -7.8% | -20.5% |
| 3Y | +18.4% | -10.8% | +29.3% | +15.2% |
| 5Y | -1.0% | -50.3% | +49.4% | +30.2% |
| 10Y | +370.1% | +22.5% | +347.6% | +346.8% |
| All | +370.1% | +17.8% | +352.4% | +346.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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