+413.0%
ISRG vs CLSK
-63.6%
+476.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | -1.6% | +8.8% | -10.4% | -1.7% |
| 30D | -2.3% | -6.0% | +3.7% | -2.2% |
| 3M | -12.4% | -24.4% | +11.9% | -12.2% |
| 6M | -26.8% | +19.0% | -45.9% | -27.3% |
| YTD | -35.3% | +25.4% | -60.6% | -35.9% |
| 1Y | -19.3% | +39.8% | -59.1% | -20.5% |
| 3Y | +18.1% | +177.7% | -159.5% | +13.6% |
| 5Y | +2.6% | -11.0% | +13.7% | -1.4% |
| All | +413.0% | -63.6% | +476.6% | +395.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling