+19,539.5%
ISRG vs CRL
+1,630.9%
+17,908.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +7.8% | -11.2% | -6.2% |
| 7D | +4.8% | -6.1% | +10.9% | +6.5% |
| 30D | +9.2% | +12.4% | -3.2% | +3.4% |
| 3M | +21.2% | +27.1% | -6.0% | +9.2% |
| 6M | +0.2% | +85.7% | -85.5% | -22.5% |
| YTD | -20.1% | +69.2% | -89.3% | -37.0% |
| 1Y | -17.3% | +97.5% | -114.9% | -38.7% |
| 3Y | +63.3% | +86.1% | -22.8% | +13.5% |
| 5Y | +24.1% | -10.0% | +34.1% | +12.5% |
| 10Y | +507.0% | +395.0% | +112.0% | +180.3% |
| All | +19,539.5% | +1,630.9% | +17,908.6% | +4,909.3% |
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 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