+55.7%
ISRG vs CLSK
+85.4%
-29.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.1% |
| 7D | -6.1% | +20.4% | -26.5% | -6.9% |
| 30D | +4.2% | -32.6% | +36.8% | +5.7% |
| 3M | +9.6% | -43.8% | +53.5% | +11.8% |
| 6M | +1.9% | -49.2% | +51.1% | +3.7% |
| YTD | -22.3% | -32.4% | +10.1% | -22.9% |
| 1Y | -23.2% | -48.7% | +25.5% | -22.8% |
| All | +55.7% | +85.4% | -29.6% | +57.8% |
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