+57.0%
ISRG vs CDE
+563.3%
-506.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.1% | +1.1% |
| 7D | -2.0% | -9.6% | +7.6% | -1.0% |
| 30D | +5.6% | -6.7% | +12.2% | +6.2% |
| 3M | +10.5% | -24.2% | +34.8% | +13.2% |
| 6M | +2.6% | -29.1% | +31.7% | +5.2% |
| YTD | -21.7% | -21.5% | -0.2% | -21.7% |
| 1Y | -21.6% | -7.4% | -14.2% | -23.3% |
| 3Y | +57.0% | +596.3% | -539.3% | +12.5% |
| All | +57.0% | +563.3% | -506.3% | +12.5% |
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