+23.9%
ISRG vs CLS
+2,101.3%
-2,077.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.6% | -6.7% | -2.8% |
| 7D | -6.1% | +23.5% | -29.6% | -9.0% |
| 30D | +4.2% | -28.9% | +33.2% | +8.7% |
| 3M | +9.6% | -25.2% | +34.8% | +12.6% |
| 6M | +1.9% | -32.1% | +33.9% | +3.9% |
| YTD | -22.3% | -14.1% | -8.3% | -26.3% |
| 1Y | -23.2% | -24.1% | +0.9% | -25.9% |
| 3Y | +58.5% | +897.0% | -838.5% | -34.8% |
| 5Y | +23.9% | +2,089.9% | -2,066.0% | -65.6% |
| All | +23.9% | +2,101.3% | -2,077.4% | -65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling