-25.5%
ISRG vs CRL
+72.1%
-97.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.7% | -1.8% | -4.0% |
| 7D | -5.2% | -0.6% | -4.6% | -5.0% |
| 30D | -7.6% | +5.0% | -12.5% | -8.5% |
| 3M | -16.4% | +50.6% | -66.9% | -23.1% |
| 6M | -28.6% | +60.9% | -89.5% | -35.3% |
| YTD | -38.2% | +40.7% | -78.9% | -42.4% |
| 1Y | -25.5% | +73.3% | -98.8% | -33.3% |
| All | -25.5% | +72.1% | -97.6% | -33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling