+515.4%
ISRG vs CLSK
-80.4%
+595.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.1% |
| 7D | -6.1% | +20.4% | -26.5% | -6.4% |
| 30D | +4.2% | -32.6% | +36.8% | +4.8% |
| 3M | +9.6% | -43.8% | +53.5% | +10.5% |
| 6M | +1.9% | -49.2% | +51.1% | +2.6% |
| YTD | -22.3% | -32.4% | +10.1% | -22.4% |
| 1Y | -23.2% | -48.7% | +25.5% | -22.9% |
| 3Y | +58.5% | +82.9% | -24.4% | +53.5% |
| 5Y | +23.9% | -68.1% | +92.0% | +20.3% |
| All | +515.4% | -80.4% | +595.8% | +499.5% |
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