+136.6%
ISRG vs CLBK
+64.7%
+71.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.2% |
| 7D | -5.0% | -1.5% | -3.6% | -4.6% |
| 30D | -10.2% | +6.7% | -16.9% | -11.9% |
| 3M | -17.2% | +21.2% | -38.4% | -21.8% |
| 6M | -28.4% | +42.0% | -70.4% | -35.5% |
| YTD | -37.6% | +63.3% | -100.9% | -46.2% |
| 1Y | -24.4% | +65.4% | -89.8% | -35.4% |
| 3Y | +18.4% | +52.5% | -34.0% | +0.5% |
| 5Y | -1.0% | +42.0% | -42.9% | -18.9% |
| All | +136.6% | +64.7% | +71.9% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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