+2.0%
ISRG vs CLBK
+42.8%
-40.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.6% | +1.2% | -2.8% | -1.8% |
| 30D | -2.3% | +9.1% | -11.4% | -3.8% |
| 3M | -12.4% | +27.7% | -40.1% | -16.2% |
| 6M | -26.8% | +40.8% | -67.7% | -31.2% |
| YTD | -35.3% | +66.4% | -101.6% | -40.9% |
| 1Y | -19.3% | +72.4% | -91.7% | -27.0% |
| 3Y | +18.1% | +50.7% | -32.5% | +7.3% |
| All | +2.0% | +42.8% | -40.7% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling