+374.7%
ISRG vs CNI
+136.1%
+238.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.4% |
| 7D | -2.5% | -1.1% | -1.4% | -1.9% |
| 30D | -10.2% | -3.5% | -6.6% | -8.3% |
| 3M | -12.5% | +2.2% | -14.7% | -14.1% |
| 6M | -25.8% | +15.1% | -40.9% | -32.7% |
| YTD | -36.4% | +24.7% | -61.0% | -45.4% |
| 1Y | -19.9% | +33.4% | -53.3% | -34.4% |
| 3Y | +20.9% | +19.5% | +1.4% | +3.5% |
| 5Y | +5.7% | +12.6% | -6.9% | -6.0% |
| All | +374.7% | +136.1% | +238.6% | +175.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 10y: compounded portfolio wealth divided by compounded CNI 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…
10y analysis · Full analysis span regression · 6 months rolling