+356.0%
ISRG vs CRL
+241.6%
+114.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.7% | -1.8% | -3.5% |
| 7D | -5.2% | -0.6% | -4.6% | -5.0% |
| 30D | -7.6% | +5.0% | -12.5% | -9.4% |
| 3M | -16.4% | +50.6% | -66.9% | -29.6% |
| 6M | -28.6% | +60.9% | -89.5% | -42.3% |
| YTD | -38.2% | +40.7% | -78.9% | -47.6% |
| 1Y | -25.5% | +73.3% | -98.8% | -42.7% |
| 3Y | +17.4% | +40.6% | -23.1% | -10.4% |
| 5Y | -3.0% | -37.0% | +34.0% | +10.7% |
| 10Y | +356.0% | +244.3% | +111.7% | +124.1% |
| All | +356.0% | +241.6% | +114.4% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling