+536.3%
ISRG vs CCI
+51.6%
+484.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.0% |
| 7D | +5.4% | +0.9% | +4.5% | +5.2% |
| 30D | +8.6% | +10.3% | -1.7% | +4.7% |
| 3M | +21.6% | +17.9% | +3.7% | +13.5% |
| 6M | +2.3% | -0.5% | +2.8% | +1.5% |
| YTD | -18.7% | +2.7% | -21.4% | -21.2% |
| 1Y | -17.8% | +3.1% | -20.9% | -20.6% |
| 3Y | +69.1% | +8.0% | +61.1% | +52.3% |
| 5Y | +26.5% | -37.8% | +64.3% | +51.0% |
| 10Y | +536.3% | +56.5% | +479.7% | +472.5% |
| All | +536.3% | +51.6% | +484.6% | +472.5% |
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