+500.7%
ISRG vs CLS
+1,628.1%
-1,127.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.4% |
| 7D | +4.8% | -22.2% | +27.0% | +9.2% |
| 30D | +9.2% | -44.4% | +53.6% | +20.4% |
| 3M | +21.2% | -34.3% | +55.5% | +28.0% |
| 6M | +0.2% | -50.1% | +50.3% | +9.1% |
| YTD | -20.1% | -30.1% | +10.0% | -21.3% |
| 1Y | -17.3% | -39.3% | +22.0% | -16.9% |
| 3Y | +63.3% | +732.7% | -669.4% | -26.6% |
| 5Y | +24.1% | +1,777.2% | -1,753.1% | -57.6% |
| All | +500.7% | +1,628.1% | -1,127.4% | +70.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling