-25.5%
ISRG vs CCJ
+33.1%
-58.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.2% | -5.7% | -4.6% |
| 7D | -5.2% | +5.9% | -11.1% | -5.4% |
| 30D | -7.6% | +4.7% | -12.3% | -7.8% |
| 3M | -16.4% | -3.3% | -13.1% | -16.5% |
| 6M | -28.6% | -7.0% | -21.5% | -28.6% |
| YTD | -38.2% | +11.5% | -49.6% | -38.1% |
| 1Y | -25.5% | +32.3% | -57.8% | -23.6% |
| All | -25.5% | +33.1% | -58.6% | -23.6% |
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