-1.0%
ISRG vs CNI
+10.3%
-11.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.3% |
| 7D | -5.0% | +0.9% | -5.9% | -5.5% |
| 30D | -10.2% | -2.1% | -8.1% | -9.2% |
| 3M | -17.2% | +1.8% | -19.0% | -18.4% |
| 6M | -28.4% | +14.8% | -43.2% | -34.6% |
| YTD | -37.6% | +25.4% | -63.0% | -46.3% |
| 1Y | -24.4% | +32.9% | -57.4% | -37.5% |
| 3Y | +18.4% | +20.2% | -1.7% | +0.5% |
| 5Y | -1.0% | +12.2% | -13.1% | -11.4% |
| All | -1.0% | +10.3% | -11.3% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling