+537.3%
ISRG vs CLF
+82.3%
+455.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.9% | -7.2% | -3.0% |
| 7D | +2.1% | -9.1% | +11.2% | +3.2% |
| 30D | +6.2% | -0.9% | +7.1% | +5.5% |
| 3M | +14.4% | +3.0% | +11.4% | +12.6% |
| 6M | 0.0% | +16.7% | -16.7% | -4.5% |
| YTD | -20.5% | -3.2% | -17.4% | -22.9% |
| 1Y | -21.9% | +24.6% | -46.5% | -27.4% |
| 3Y | +62.2% | -22.3% | +84.5% | +52.9% |
| 5Y | +25.2% | -41.2% | +66.4% | +20.0% |
| 10Y | +537.3% | +83.5% | +453.8% | +351.8% |
| All | +537.3% | +82.3% | +455.0% | +351.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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