+44.8%
ISRG vs CPNG
-76.8%
+121.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -5.0% | -7.6% | +2.6% | -3.4% |
| 30D | -10.2% | -8.8% | -1.4% | -8.5% |
| 3M | -17.2% | -7.2% | -10.0% | -16.4% |
| 6M | -28.4% | -21.5% | -6.9% | -25.7% |
| YTD | -37.6% | -37.4% | -0.2% | -32.2% |
| 1Y | -24.4% | -54.3% | +29.9% | -12.3% |
| 3Y | +18.4% | -20.3% | +38.8% | +19.0% |
| 5Y | -1.0% | -51.2% | +50.2% | -2.7% |
| All | +44.8% | -76.8% | +121.5% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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