-20.1%
ISRG vs CCL
+16.1%
-36.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.4% | +0.8% |
| 7D | +5.4% | +3.1% | +2.4% | +4.7% |
| 30D | +8.6% | +17.5% | -8.9% | +5.0% |
| 3M | +21.6% | +6.8% | +14.8% | +20.1% |
| 6M | +2.3% | +18.7% | -16.4% | -1.7% |
| YTD | -18.7% | +3.0% | -21.7% | -19.9% |
| All | -20.1% | +16.1% | -36.2% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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