+203.9%
CAT vs INSM
+367.2%
-163.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.2% | +1.1% |
| 7D | +5.6% | +2.8% | +2.8% | +5.5% |
| 30D | -2.3% | -4.7% | +2.4% | -2.2% |
| 3M | -10.0% | +32.6% | -42.6% | -11.1% |
| 6M | +21.2% | -10.9% | +32.1% | +21.3% |
| YTD | +44.4% | -28.2% | +72.7% | +45.2% |
| 1Y | +96.3% | -14.9% | +111.1% | +96.3% |
| 3Y | +203.9% | +375.6% | -171.7% | +206.4% |
| All | +203.9% | +367.2% | -163.3% | +206.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling