+22,093.8%
ISRG vs CCJ
+4,612.6%
+17,481.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -1.5% |
| 7D | +2.1% | +0.4% | +1.7% | +1.9% |
| 30D | +6.2% | -17.2% | +23.4% | +10.4% |
| 3M | +14.4% | -25.1% | +39.5% | +21.2% |
| 6M | 0.0% | -37.6% | +37.6% | +9.5% |
| YTD | -20.5% | -20.4% | -0.2% | -18.9% |
| 1Y | -21.9% | -22.5% | +0.6% | -20.0% |
| 3Y | +62.2% | +72.5% | -10.3% | +30.2% |
| 5Y | +25.2% | +179.9% | -154.7% | -14.0% |
| 10Y | +537.3% | +772.6% | -235.3% | +193.5% |
| All | +22,093.8% | +4,612.6% | +17,481.2% | +8,968.2% |
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 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