+19.2%
ISRG vs CLF
-18.8%
+38.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.0% |
| 7D | -1.6% | +7.6% | -9.2% | -2.3% |
| 30D | -2.3% | -1.2% | -1.1% | -2.2% |
| 3M | -12.4% | -13.4% | +0.9% | -11.6% |
| 6M | -26.8% | +15.4% | -42.3% | -28.6% |
| YTD | -35.3% | -5.9% | -29.4% | -35.9% |
| 1Y | -19.3% | +18.8% | -38.1% | -23.5% |
| All | +19.2% | -18.8% | +38.0% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling