+378.3%
ISRG vs CNP
+137.5%
+240.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.5% |
| 7D | -1.6% | +1.1% | -2.7% | -2.0% |
| 30D | -2.3% | -1.8% | -0.4% | -1.6% |
| 3M | -12.4% | -4.6% | -7.8% | -10.9% |
| 6M | -26.8% | -8.8% | -18.0% | -24.3% |
| YTD | -35.3% | +5.2% | -40.5% | -37.2% |
| 1Y | -19.3% | +8.3% | -27.6% | -22.9% |
| 3Y | +18.1% | +54.9% | -36.7% | -5.3% |
| 5Y | +2.6% | +73.5% | -70.9% | -22.1% |
| All | +378.3% | +137.5% | +240.7% | +181.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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