-20.1%
ISRG vs CCJ
-21.5%
+1.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.7% | -4.0% | +1.3% |
| 7D | +5.4% | +2.7% | +2.7% | +5.2% |
| 30D | +8.6% | -14.4% | +23.0% | +9.8% |
| 3M | +21.6% | -22.6% | +44.2% | +23.6% |
| 6M | +2.3% | -35.4% | +37.8% | +5.1% |
| YTD | -18.7% | -17.6% | -1.1% | -19.8% |
| All | -20.1% | -21.5% | +1.5% | -21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling