+17,983.8%
ISRG vs CLS
+526.3%
+17,457.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -1.0% |
| 7D | -1.6% | +4.6% | -6.2% | -2.6% |
| 30D | -2.3% | -13.9% | +11.6% | -0.1% |
| 3M | -12.4% | -26.6% | +14.1% | -8.9% |
| 6M | -26.8% | +15.4% | -42.2% | -32.1% |
| YTD | -35.3% | +5.7% | -40.9% | -39.4% |
| 1Y | -19.3% | +41.1% | -60.4% | -30.4% |
| 3Y | +18.1% | +1,228.6% | -1,210.4% | -41.9% |
| 5Y | +2.6% | +3,240.6% | -3,238.0% | -59.6% |
| 10Y | +379.4% | +2,760.3% | -2,380.9% | +81.5% |
| All | +17,983.8% | +526.3% | +17,457.6% | +4,884.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling