+17,983.8%
ISRG vs CCJ
+6,415.0%
+11,568.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | -1.6% | +0.7% | -2.3% | -1.8% |
| 30D | -2.3% | +6.9% | -9.1% | -3.9% |
| 3M | -12.4% | -11.6% | -0.8% | -10.5% |
| 6M | -26.8% | -16.2% | -10.6% | -25.0% |
| YTD | -35.3% | +10.1% | -45.4% | -38.2% |
| 1Y | -19.3% | +32.3% | -51.6% | -27.5% |
| 3Y | +18.1% | +171.3% | -153.2% | -14.2% |
| 5Y | +2.6% | +372.4% | -369.7% | -37.7% |
| 10Y | +379.4% | +1,070.0% | -690.6% | +107.2% |
| All | +17,983.8% | +6,415.0% | +11,568.8% | +6,809.4% |
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