+22,229.9%
ISRG vs CCJ
+4,511.1%
+17,718.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.3% | -7.7% | -4.3% |
| 7D | +4.8% | -7.3% | +12.1% | +6.5% |
| 30D | +9.2% | -20.0% | +29.2% | +14.5% |
| 3M | +21.2% | -23.8% | +45.0% | +27.8% |
| 6M | +0.2% | -42.4% | +42.6% | +11.8% |
| YTD | -20.1% | -22.1% | +2.0% | -18.0% |
| 1Y | -17.3% | -20.8% | +3.5% | -15.8% |
| 3Y | +63.3% | +75.7% | -12.4% | +30.5% |
| 5Y | +24.1% | +167.4% | -143.4% | -13.9% |
| 10Y | +507.0% | +826.3% | -319.4% | +174.7% |
| All | +22,229.9% | +4,511.1% | +17,718.8% | +9,070.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling