+551.4%
ISRG vs CRS
+858.1%
-306.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -1.7% |
| 7D | +2.1% | +0.2% | +1.9% | +1.9% |
| 30D | +6.2% | -22.9% | +29.0% | +11.7% |
| 3M | +14.4% | -46.8% | +61.2% | +31.4% |
| 6M | 0.0% | -30.4% | +30.4% | +6.3% |
| YTD | -20.5% | -5.4% | -15.2% | -22.8% |
| 1Y | -21.9% | -9.0% | -12.9% | -23.5% |
| 3Y | +62.2% | +352.2% | -290.0% | +1.1% |
| 5Y | +25.2% | +852.2% | -827.1% | -38.3% |
| All | +551.4% | +858.1% | -306.7% | +202.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling