-25.1%
ISRG vs CLBK
+69.8%
-94.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.4% |
| 7D | -5.2% | +1.1% | -6.3% | -5.3% |
| 30D | -7.6% | +7.8% | -15.3% | -8.6% |
| 3M | -16.4% | +23.9% | -40.2% | -19.4% |
| 6M | -28.6% | +42.3% | -70.9% | -32.6% |
| YTD | -38.2% | +65.4% | -103.6% | -42.6% |
| All | -25.1% | +69.8% | -94.9% | -31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling