+376.2%
ISRG vs CVE
+159.5%
+216.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | -1.6% | +2.5% | -4.1% | -2.0% |
| 30D | -2.3% | +16.7% | -19.0% | -4.7% |
| 3M | -12.4% | +9.3% | -21.7% | -14.1% |
| 6M | -26.8% | +43.6% | -70.4% | -31.8% |
| YTD | -35.3% | +93.6% | -128.8% | -42.9% |
| 1Y | -19.3% | +98.8% | -118.1% | -29.4% |
| 3Y | +18.1% | +73.6% | -55.5% | +3.7% |
| 5Y | +2.6% | +312.5% | -309.8% | -24.7% |
| All | +376.2% | +159.5% | +216.7% | +203.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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