+25.2%
ISRG vs CMG
+0.1%
+25.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.5% |
| 7D | +2.1% | +8.0% | -5.9% | -0.7% |
| 30D | +6.2% | +13.7% | -7.6% | +1.0% |
| 3M | +14.4% | +11.8% | +2.6% | +8.7% |
| 6M | 0.0% | +10.6% | -10.6% | -6.2% |
| YTD | -20.5% | -2.9% | -17.6% | -21.9% |
| 1Y | -21.9% | +17.8% | -39.7% | -29.9% |
| 3Y | +62.2% | -15.3% | +77.5% | +57.1% |
| 5Y | +25.2% | -0.9% | +26.1% | +11.3% |
| All | +25.2% | +0.1% | +25.1% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling