+537.3%
ISRG vs CME
+301.9%
+235.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.9% |
| 7D | +2.1% | +1.7% | +0.5% | +1.4% |
| 30D | +6.2% | +10.2% | -4.0% | +1.9% |
| 3M | +14.4% | +17.8% | -3.4% | +6.6% |
| 6M | 0.0% | +11.0% | -11.0% | -5.0% |
| YTD | -20.5% | +17.0% | -37.6% | -26.8% |
| 1Y | -21.9% | +15.8% | -37.7% | -27.9% |
| 3Y | +62.2% | +61.8% | +0.4% | +24.0% |
| 5Y | +25.2% | +72.5% | -47.3% | -8.1% |
| 10Y | +537.3% | +288.0% | +249.3% | +249.9% |
| All | +537.3% | +301.9% | +235.4% | +249.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 10y: compounded portfolio wealth divided by compounded CME 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…
10y analysis · Full analysis span regression · 6 months rolling