+22,229.9%
ISRG vs CCI
+345.6%
+21,884.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.8% | -2.7% |
| 7D | +4.8% | -0.1% | +4.9% | +4.9% |
| 30D | +9.2% | +28.4% | -19.2% | +2.2% |
| 3M | +21.2% | +20.0% | +1.2% | +15.2% |
| 6M | +0.2% | +0.8% | -0.5% | -0.8% |
| YTD | -20.1% | +3.6% | -23.7% | -21.9% |
| 1Y | -17.3% | +6.1% | -23.4% | -19.8% |
| 3Y | +63.3% | +7.2% | +56.1% | +55.1% |
| 5Y | +24.1% | -37.0% | +61.1% | +34.9% |
| 10Y | +507.0% | +54.2% | +452.8% | +430.4% |
| All | +22,229.9% | +345.6% | +21,884.3% | +16,426.6% |
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