-65.0%
CBRS vs ISRG
+2.7%
-67.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.8% | +10.4% | +11.2% |
| 7D | +21.2% | -2.0% | +23.3% | +21.2% |
| 30D | -23.2% | +5.6% | -28.7% | -23.1% |
| 3M | -52.9% | +10.5% | -63.5% | -53.1% |
| All | -65.0% | +2.7% | -67.7% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 6mo: compounded portfolio wealth divided by compounded ISRG 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…
6mo analysis · Full analysis span regression · 6 months rolling