+63.3%
ISRG vs CLBK
+44.9%
+18.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.4% | -3.5% |
| 7D | +4.8% | +0.6% | +4.2% | +4.7% |
| 30D | +9.2% | +2.9% | +6.4% | +8.8% |
| 3M | +21.2% | +3.0% | +18.2% | +20.4% |
| 6M | +0.2% | +27.3% | -27.0% | -4.1% |
| YTD | -20.1% | +58.0% | -78.0% | -26.3% |
| 1Y | -17.3% | +62.4% | -79.7% | -24.2% |
| 3Y | +63.3% | +46.9% | +16.4% | +49.6% |
| All | +63.3% | +44.9% | +18.5% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling