+17,983.8%
ISRG vs CMI
+12,059.1%
+5,924.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.9% |
| 7D | -1.6% | -0.7% | -0.9% | -1.3% |
| 30D | -2.3% | -13.4% | +11.2% | +2.9% |
| 3M | -12.4% | -17.0% | +4.6% | -7.3% |
| 6M | -26.8% | -1.6% | -25.2% | -28.0% |
| YTD | -35.3% | +11.0% | -46.2% | -39.5% |
| 1Y | -19.3% | +41.9% | -61.2% | -31.6% |
| 3Y | +18.1% | +151.8% | -133.7% | -20.2% |
| 5Y | +2.6% | +163.6% | -160.9% | -32.6% |
| 10Y | +379.4% | +472.9% | -93.5% | +130.4% |
| All | +17,983.8% | +12,059.1% | +5,924.7% | +2,445.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling