+57.0%
ISRG vs CRL
+97.9%
-40.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.0% |
| 7D | -2.0% | +0.1% | -2.2% | -2.1% |
| 30D | +5.6% | +11.9% | -6.4% | +2.8% |
| 3M | +10.5% | +20.2% | -9.6% | +6.0% |
| 6M | +2.6% | +107.5% | -104.9% | -11.9% |
| YTD | -21.7% | +69.4% | -91.1% | -30.4% |
| 1Y | -21.6% | +99.7% | -121.3% | -32.5% |
| 3Y | +57.0% | +98.8% | -41.7% | +20.4% |
| All | +57.0% | +97.9% | -40.9% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling