-23.2%
ISRG vs CMG
+16.5%
-39.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -1.5% |
| 7D | -6.1% | -0.6% | -5.5% | -6.0% |
| 30D | +4.2% | +15.9% | -11.7% | +2.3% |
| 3M | +9.6% | +7.8% | +1.9% | +8.2% |
| 6M | +1.9% | +7.7% | -5.8% | -0.6% |
| YTD | -22.3% | -4.9% | -17.4% | -23.1% |
| 1Y | -23.2% | +12.3% | -35.4% | -26.6% |
| All | -23.2% | +16.5% | -39.7% | -26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling