+404.2%
ISRG vs CLSK
-63.3%
+467.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.6% | +5.7% | +2.1% |
| 7D | -2.5% | +1.7% | -4.3% | -2.6% |
| 30D | -10.2% | +11.1% | -21.3% | -10.4% |
| 3M | -12.5% | -14.1% | +1.6% | -12.5% |
| 6M | -25.8% | +32.9% | -58.7% | -26.5% |
| YTD | -36.4% | +26.5% | -62.8% | -37.0% |
| 1Y | -19.9% | +27.6% | -47.5% | -21.0% |
| 3Y | +20.9% | +190.9% | -170.0% | +16.1% |
| 5Y | +5.7% | -0.4% | +6.0% | +1.4% |
| All | +404.2% | -63.3% | +467.6% | +386.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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