+16.8%
ISRG vs CLSK
+202.5%
-185.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.0% |
| 7D | -5.0% | +17.2% | -22.2% | -5.9% |
| 30D | -10.2% | +14.6% | -24.8% | -11.1% |
| 3M | -17.2% | -16.8% | -0.4% | -16.8% |
| 6M | -28.4% | +38.2% | -66.6% | -30.7% |
| YTD | -37.6% | +31.2% | -68.9% | -39.9% |
| 1Y | -24.4% | +37.3% | -61.8% | -28.8% |
| All | +16.8% | +202.5% | -185.7% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling