-10.5%
ISRG vs CLS
-28.7%
+18.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -9.1% | +18.4% | +9.2% |
| 7D | +8.5% | -21.1% | +29.7% | +8.1% |
| 30D | +18.6% | -38.2% | +56.8% | +18.2% |
| 3M | +30.9% | -36.3% | +67.2% | +30.6% |
| 6M | +6.6% | -43.8% | +50.4% | +6.5% |
| YTD | -14.9% | -20.0% | +5.1% | -18.0% |
| 1Y | -10.5% | -29.6% | +19.1% | -13.3% |
| All | -10.5% | -28.7% | +18.2% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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