-10.5%
ISRG vs CFG
+34.2%
-44.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.4% | +7.0% | +8.5% |
| 7D | +8.5% | +1.8% | +6.8% | +7.9% |
| 30D | +18.6% | +3.3% | +15.3% | +17.2% |
| 3M | +30.9% | -9.8% | +40.8% | +35.9% |
| 6M | +6.6% | +5.2% | +1.4% | +5.2% |
| YTD | -14.9% | +16.1% | -31.0% | -18.9% |
| 1Y | -10.5% | +33.7% | -44.2% | -21.1% |
| All | -10.5% | +34.2% | -44.8% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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