-21.6%
ISRG vs CLSK
-48.8%
+27.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +0.8% |
| 7D | -2.0% | +8.0% | -10.0% | -1.9% |
| 30D | +5.6% | -27.9% | +33.5% | +5.3% |
| 3M | +10.5% | -42.3% | +52.8% | +10.2% |
| 6M | +2.6% | -50.0% | +52.6% | +2.0% |
| YTD | -21.7% | -34.3% | +12.6% | -23.6% |
| 1Y | -21.6% | -44.5% | +22.9% | -24.2% |
| All | -21.6% | -48.8% | +27.2% | -24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling