+15,805.1%
ISRG vs CRL
+1,379.5%
+14,425.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.8% | -0.2% |
| 7D | -1.6% | -1.0% | -0.6% | -1.2% |
| 30D | -2.3% | +10.7% | -12.9% | -6.0% |
| 3M | -12.4% | +55.3% | -67.7% | -26.4% |
| 6M | -26.8% | +60.7% | -87.5% | -40.0% |
| YTD | -35.3% | +44.6% | -79.9% | -45.1% |
| 1Y | -19.3% | +77.7% | -97.1% | -37.4% |
| 3Y | +18.1% | +37.6% | -19.5% | -6.6% |
| 5Y | +2.6% | -35.8% | +38.5% | +7.1% |
| 10Y | +379.4% | +241.7% | +137.7% | +156.1% |
| All | +15,805.1% | +1,379.5% | +14,425.6% | +4,259.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling