+17,983.8%
ISRG vs CCI
+275.9%
+17,707.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.0% | -0.4% |
| 7D | -1.6% | -0.4% | -1.2% | -1.5% |
| 30D | -2.3% | +2.7% | -5.0% | -3.0% |
| 3M | -12.4% | -18.2% | +5.8% | -8.3% |
| 6M | -26.8% | -14.8% | -12.0% | -24.3% |
| YTD | -35.3% | -12.6% | -22.7% | -33.7% |
| 1Y | -19.3% | -16.7% | -2.6% | -16.5% |
| 3Y | +18.1% | -10.5% | +28.6% | +17.6% |
| 5Y | +2.6% | -51.4% | +54.1% | +19.6% |
| 10Y | +379.4% | +20.0% | +359.4% | +346.8% |
| All | +17,983.8% | +275.9% | +17,707.9% | +13,922.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling