+17.4%
ISRG vs CPNG
-19.7%
+37.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.1% | -1.4% | -3.9% |
| 7D | -5.2% | -6.3% | +1.1% | -3.9% |
| 30D | -7.6% | -8.7% | +1.2% | -5.9% |
| 3M | -16.4% | -2.4% | -13.9% | -16.4% |
| 6M | -28.6% | -22.3% | -6.2% | -25.7% |
| YTD | -38.2% | -37.2% | -1.0% | -32.7% |
| 1Y | -25.5% | -53.0% | +27.5% | -13.6% |
| 3Y | +17.4% | -20.0% | +37.4% | +21.5% |
| All | +17.4% | -19.7% | +37.1% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling