+59.1%
ISRG vs CPNG
+4.2%
+54.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.4% |
| 7D | -6.8% | -6.2% | -0.5% | -5.4% |
| 30D | +5.1% | +4.6% | +0.5% | +4.1% |
| 3M | +12.0% | -3.1% | +15.1% | +12.5% |
| 6M | +7.0% | -0.9% | +7.9% | +6.0% |
| YTD | -20.6% | -32.2% | +11.6% | -15.0% |
| 1Y | -21.4% | -44.2% | +22.8% | -12.0% |
| All | +59.1% | +4.2% | +54.9% | +52.8% |
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