+539.2%
ISRG vs CPRT
+368.4%
+170.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.1% |
| 7D | -2.0% | -0.4% | -1.7% | -1.8% |
| 30D | +5.6% | +21.2% | -15.6% | -5.6% |
| 3M | +10.5% | +8.3% | +2.2% | +4.0% |
| 6M | +2.6% | -3.4% | +6.0% | +2.7% |
| YTD | -21.7% | -18.7% | -3.0% | -13.6% |
| 1Y | -21.6% | -23.5% | +2.0% | -10.4% |
| 3Y | +57.0% | -34.2% | +91.2% | +91.6% |
| 5Y | +25.0% | -18.2% | +43.2% | +30.4% |
| All | +539.2% | +368.4% | +170.7% | +190.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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