+386.2%
ISRG vs CDE
+61.6%
+324.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.3% |
| 7D | +0.7% | -3.1% | +3.8% | +1.0% |
| 30D | -8.0% | +9.5% | -17.5% | -9.1% |
| 3M | -10.6% | +25.5% | -36.1% | -13.4% |
| 6M | -25.1% | -7.9% | -17.2% | -25.4% |
| YTD | -34.8% | +15.6% | -50.4% | -37.3% |
| 1Y | -19.0% | +34.0% | -53.1% | -24.2% |
| 3Y | +22.1% | +791.9% | -769.8% | -13.2% |
| 5Y | +8.2% | +197.7% | -189.5% | -16.6% |
| All | +386.2% | +61.6% | +324.6% | +239.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 10y: compounded portfolio wealth divided by compounded CDE 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…
10y analysis · Full analysis span regression · 6 months rolling