+50.3%
ISRG vs CPNG
-75.9%
+126.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.5% |
| 7D | -1.6% | -7.4% | +5.9% | 0.0% |
| 30D | -2.3% | -4.4% | +2.2% | -1.4% |
| 3M | -12.4% | -7.5% | -4.9% | -11.6% |
| 6M | -26.8% | -19.9% | -6.9% | -24.4% |
| YTD | -35.3% | -35.2% | -0.1% | -30.2% |
| 1Y | -19.3% | -46.8% | +27.5% | -9.6% |
| 3Y | +18.1% | -20.2% | +38.3% | +18.6% |
| 5Y | +2.6% | -48.4% | +51.1% | 0.0% |
| All | +50.3% | -75.9% | +126.2% | +48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling