-20.1%
ISRG vs CEG
-24.4%
+4.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.5% | -8.7% | +1.2% |
| 7D | +5.4% | +7.3% | -1.9% | +5.0% |
| 30D | +8.6% | -7.4% | +16.0% | +9.5% |
| 3M | +21.6% | +2.5% | +19.1% | +20.9% |
| 6M | +2.3% | -8.8% | +11.1% | +3.0% |
| YTD | -18.7% | -21.5% | +2.8% | -18.2% |
| All | -20.1% | -24.4% | +4.3% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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