+536.3%
ISRG vs CLS
+1,765.4%
-1,229.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.9% | -6.1% | +0.3% |
| 7D | +5.4% | -10.6% | +16.0% | +7.1% |
| 30D | +8.6% | -38.4% | +47.1% | +17.5% |
| 3M | +21.6% | -29.9% | +51.4% | +26.9% |
| 6M | +2.3% | -40.6% | +43.0% | +7.5% |
| YTD | -18.7% | -24.6% | +5.9% | -21.0% |
| 1Y | -17.8% | -30.8% | +13.0% | -19.6% |
| 3Y | +69.1% | +811.7% | -742.7% | -25.4% |
| 5Y | +26.5% | +1,838.4% | -1,812.0% | -56.8% |
| 10Y | +536.3% | +1,751.5% | -1,215.2% | +79.5% |
| All | +536.3% | +1,765.4% | -1,229.2% | +79.5% |
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