+25.5%
ISRG vs CRL
-12.1%
+37.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.1% |
| 7D | -2.0% | +0.1% | -2.2% | -2.1% |
| 30D | +5.6% | +11.9% | -6.4% | +1.3% |
| 3M | +10.5% | +20.2% | -9.6% | +3.6% |
| 6M | +2.6% | +107.5% | -104.9% | -18.9% |
| YTD | -21.7% | +69.4% | -91.1% | -34.8% |
| 1Y | -21.6% | +99.7% | -121.3% | -38.1% |
| 3Y | +57.0% | +98.8% | -41.7% | +12.2% |
| All | +25.5% | -12.1% | +37.6% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling