+2,362.4%
ISRG vs CMG
+4,006.7%
-1,644.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.3% |
| 7D | -1.6% | -2.8% | +1.2% | -0.7% |
| 30D | -2.3% | +7.1% | -9.4% | -4.7% |
| 3M | -12.4% | +31.2% | -43.6% | -21.2% |
| 6M | -26.8% | +0.7% | -27.5% | -28.2% |
| YTD | -35.3% | -0.1% | -35.1% | -36.5% |
| 1Y | -19.3% | -10.7% | -8.6% | -18.7% |
| 3Y | +18.1% | -4.7% | +22.8% | +14.3% |
| 5Y | +2.6% | -3.8% | +6.4% | -2.4% |
| 10Y | +379.4% | +352.5% | +27.0% | +159.6% |
| All | +2,362.4% | +4,006.7% | -1,644.3% | +441.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling