+9.3%
CAT vs INSM
-37.5%
+46.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.5% | -0.9% |
| 7D | +7.4% | +5.9% | +1.5% | +7.2% |
| 30D | -19.7% | +23.9% | -43.6% | -20.4% |
| 3M | -29.6% | -4.1% | -25.5% | -28.8% |
| 6M | -33.2% | +2.7% | -35.9% | -32.8% |
| YTD | +5.7% | -30.4% | +36.0% | +8.3% |
| 1Y | +9.3% | -36.6% | +45.9% | +12.0% |
| All | +9.3% | -37.5% | +46.8% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 1y: compounded portfolio wealth divided by compounded INSM 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…
1y analysis · Full analysis span regression · 6 months rolling