+22,068.6%
ISRG vs CRS
+4,567.0%
+17,501.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.8% |
| 7D | -6.8% | +4.4% | -11.1% | -8.0% |
| 30D | +5.1% | -19.1% | +24.3% | +10.1% |
| 3M | +12.0% | -43.2% | +55.3% | +29.3% |
| 6M | +7.0% | -28.9% | +35.9% | +14.4% |
| YTD | -20.6% | -3.0% | -17.7% | -23.5% |
| 1Y | -21.4% | -5.3% | -16.1% | -23.9% |
| 3Y | +62.0% | +363.5% | -301.5% | -5.7% |
| 5Y | +28.1% | +858.2% | -830.0% | -42.6% |
| 10Y | +550.7% | +862.9% | -312.2% | +148.3% |
| All | +22,068.6% | +4,567.0% | +17,501.6% | +4,536.2% |
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