+533.8%
ISRG vs CCJ
+778.2%
-244.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.5% |
| 7D | -6.1% | +5.0% | -11.2% | -7.0% |
| 30D | +4.2% | -16.7% | +20.9% | +7.4% |
| 3M | +9.6% | -27.5% | +37.1% | +15.4% |
| 6M | +1.9% | -38.6% | +40.5% | +9.8% |
| YTD | -22.3% | -21.5% | -0.8% | -20.9% |
| 1Y | -23.2% | -22.3% | -0.8% | -21.8% |
| 3Y | +58.5% | +69.9% | -11.4% | +31.9% |
| 5Y | +23.9% | +163.6% | -139.6% | -8.6% |
| All | +533.8% | +778.2% | -244.4% | +273.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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