-1.0%
ISRG vs CDE
+198.6%
-199.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.0% |
| 3M | -17.2% | +30.5% | -47.7% | -20.4% |
| 6M | -28.4% | -7.4% | -21.0% | -28.8% |
| YTD | -37.6% | +17.9% | -55.5% | -40.4% |
| 1Y | -24.4% | +46.7% | -71.2% | -30.8% |
| 3Y | +18.4% | +851.3% | -832.8% | -21.3% |
| 5Y | -1.0% | +202.9% | -203.9% | -27.6% |
| All | -1.0% | +198.6% | -199.6% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling