+23.9%
ISRG vs CLBK
+24.6%
-0.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.7% |
| 3M | +21.2% | +3.0% | +18.2% | +20.4% |
| 6M | +0.2% | +27.3% | -27.0% | -4.2% |
| YTD | -20.1% | +58.0% | -78.0% | -26.5% |
| 1Y | -17.3% | +62.4% | -79.7% | -24.4% |
| 3Y | +63.3% | +46.9% | +16.4% | +48.9% |
| All | +23.9% | +24.6% | -0.7% | +13.4% |
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