+17,983.8%
ISRG vs CRS
+7,172.8%
+10,811.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.3% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | -2.3% | -16.6% | +14.4% | +2.7% |
| 3M | -12.4% | -3.5% | -9.0% | -12.5% |
| 6M | -26.8% | +15.4% | -42.3% | -31.2% |
| YTD | -35.3% | +51.2% | -86.4% | -44.1% |
| 1Y | -19.3% | +98.3% | -117.6% | -36.3% |
| 3Y | +18.1% | +651.5% | -633.4% | -39.3% |
| 5Y | +2.6% | +1,411.1% | -1,408.5% | -59.1% |
| 10Y | +379.4% | +1,424.3% | -1,044.9% | +61.1% |
| All | +17,983.8% | +7,172.8% | +10,811.0% | +3,289.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling