-21.6%
ISRG vs CMI
-3.8%
-17.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.8% |
| 7D | -2.0% | +0.5% | -2.5% | -2.0% |
| 30D | +5.6% | -14.0% | +19.6% | +5.5% |
| 3M | +10.5% | -28.1% | +38.7% | +11.5% |
| 6M | +2.6% | -35.8% | +38.5% | +4.0% |
| YTD | -21.7% | -10.5% | -11.2% | -29.6% |
| 1Y | -21.6% | -1.9% | -19.7% | -32.8% |
| All | -21.6% | -3.8% | -17.7% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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