+55.7%
ISRG vs CEG
+137.2%
-81.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -4.9% | -2.5% |
| 7D | -6.1% | +17.8% | -23.9% | -8.3% |
| 30D | +4.2% | -4.5% | +8.8% | +4.7% |
| 3M | +9.6% | +1.5% | +8.1% | +8.6% |
| 6M | +1.9% | -3.5% | +5.4% | +1.5% |
| YTD | -22.3% | -19.7% | -2.6% | -20.9% |
| 1Y | -23.2% | -19.8% | -3.4% | -21.9% |
| All | +55.7% | +137.2% | -81.5% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling