+22,093.8%
ISRG vs CNP
+471.6%
+21,622.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.3% | -2.6% |
| 7D | +2.1% | -3.0% | +5.1% | +2.8% |
| 30D | +6.2% | +6.8% | -0.7% | +4.1% |
| 3M | +14.4% | +3.6% | +10.8% | +13.0% |
| 6M | 0.0% | 0.0% | 0.0% | -0.4% |
| YTD | -20.5% | +9.4% | -29.9% | -23.0% |
| 1Y | -21.9% | +6.8% | -28.7% | -23.8% |
| 3Y | +62.2% | +64.2% | -2.0% | +40.0% |
| 5Y | +25.2% | +76.0% | -50.8% | +6.0% |
| 10Y | +537.3% | +143.3% | +394.0% | +381.7% |
| All | +22,093.8% | +471.6% | +21,622.2% | +6,918.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling