+374.7%
ISRG vs CMG
+326.7%
+48.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.8% | +2.0% |
| 7D | -2.5% | -3.8% | +1.3% | -1.3% |
| 30D | -10.2% | +12.9% | -23.1% | -13.9% |
| 3M | -12.5% | +18.8% | -31.3% | -18.6% |
| 6M | -25.8% | +4.1% | -29.9% | -28.0% |
| YTD | -36.4% | -2.4% | -34.0% | -37.1% |
| 1Y | -19.9% | -6.7% | -13.2% | -20.6% |
| 3Y | +20.9% | -7.1% | +28.0% | +17.7% |
| 5Y | +5.7% | -5.0% | +10.6% | -0.6% |
| All | +374.7% | +326.7% | +48.0% | +214.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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