+8,493.7%
ISRG vs CNQ
+5,463.2%
+3,030.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.3% |
| 7D | -2.5% | -0.7% | -1.9% | -2.4% |
| 30D | -10.2% | +6.7% | -16.9% | -11.8% |
| 3M | -12.5% | +12.8% | -25.3% | -15.8% |
| 6M | -25.8% | +13.3% | -39.1% | -29.2% |
| YTD | -36.4% | +53.1% | -89.4% | -44.2% |
| 1Y | -19.9% | +66.1% | -85.9% | -31.4% |
| 3Y | +20.9% | +75.4% | -54.6% | 0.0% |
| 5Y | +5.7% | +288.1% | -282.5% | -31.1% |
| 10Y | +379.7% | +423.6% | -43.9% | +155.3% |
| All | +8,493.7% | +5,463.2% | +3,030.5% | +1,793.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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