+55.7%
ISRG vs CME
+64.7%
-8.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -6.1% | +2.7% | -8.8% | -6.0% |
| 30D | +4.2% | +13.5% | -9.3% | +4.8% |
| 3M | +9.6% | +20.9% | -11.3% | +10.6% |
| 6M | +1.9% | +11.5% | -9.6% | +1.8% |
| YTD | -22.3% | +19.5% | -41.8% | -21.6% |
| 1Y | -23.2% | +17.2% | -40.4% | -22.5% |
| All | +55.7% | +64.7% | -8.9% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling