+17.4%
ISRG vs CCJ
+174.2%
-156.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.2% | -5.7% | -4.7% |
| 7D | -5.2% | +5.9% | -11.1% | -6.0% |
| 30D | -7.6% | +4.7% | -12.3% | -8.3% |
| 3M | -16.4% | -3.3% | -13.1% | -16.2% |
| 6M | -28.6% | -7.0% | -21.5% | -28.5% |
| YTD | -38.2% | +11.5% | -49.6% | -40.3% |
| 1Y | -25.5% | +32.3% | -57.8% | -31.2% |
| 3Y | +17.4% | +176.8% | -159.4% | -14.2% |
| All | +17.4% | +174.2% | -156.8% | -14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling