-21.3%
ISRG vs CRL
+103.8%
-125.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -2.0% |
| 7D | +2.1% | -1.7% | +3.8% | +2.3% |
| 30D | +6.2% | +14.6% | -8.4% | +2.9% |
| 3M | +14.4% | +24.8% | -10.4% | +8.7% |
| 6M | 0.0% | +94.7% | -94.7% | -13.6% |
| YTD | -20.5% | +73.4% | -93.9% | -29.4% |
| All | -21.3% | +103.8% | -125.1% | -32.3% |
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