+539.2%
ISRG vs CMG
+342.6%
+196.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -2.0% | +2.5% | -4.5% | -2.9% |
| 30D | +5.6% | +15.6% | -10.0% | +0.4% |
| 3M | +10.5% | +8.2% | +2.4% | +6.8% |
| 6M | +2.6% | +9.9% | -7.3% | -2.7% |
| YTD | -21.7% | -4.6% | -17.0% | -22.4% |
| 1Y | -21.6% | +12.4% | -34.0% | -26.9% |
| 3Y | +57.0% | -18.0% | +75.0% | +58.8% |
| 5Y | +25.0% | -5.3% | +30.3% | +17.0% |
| All | +539.2% | +342.6% | +196.6% | +309.9% |
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