+16.8%
ISRG vs CDE
+826.1%
-809.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.8% | +0.7% |
| 7D | -5.0% | -2.0% | -3.1% | -4.8% |
| 30D | -10.2% | +15.7% | -25.9% | -11.8% |
| 3M | -17.2% | +30.5% | -47.7% | -20.1% |
| 6M | -28.4% | -7.4% | -21.0% | -28.8% |
| YTD | -37.6% | +17.9% | -55.5% | -40.0% |
| 1Y | -24.4% | +46.7% | -71.2% | -30.1% |
| All | +16.8% | +826.1% | -809.3% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling