-20.1%
ISRG vs CLF
+14.6%
-34.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.0% | -5.3% | +1.6% |
| 7D | +5.4% | -14.1% | +19.5% | +5.6% |
| 30D | +8.6% | -5.5% | +14.2% | +8.3% |
| 3M | +21.6% | 0.0% | +21.6% | +20.7% |
| 6M | +2.3% | +11.3% | -8.9% | +0.8% |
| YTD | -18.7% | -7.7% | -11.0% | -21.0% |
| All | -20.1% | +14.6% | -34.6% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling