+251.7%
CB vs INSM
+729.9%
-478.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +1.0% |
| 7D | +2.9% | +5.9% | -3.0% | +2.8% |
| 30D | +7.3% | +23.9% | -16.6% | +6.6% |
| 3M | +9.4% | -4.1% | +13.5% | +9.4% |
| 6M | +19.6% | +2.7% | +16.9% | +19.2% |
| YTD | +21.5% | -30.4% | +51.9% | +22.2% |
| 1Y | +28.0% | -36.6% | +64.6% | +29.1% |
| 3Y | +74.9% | +406.9% | -332.1% | +61.6% |
| 5Y | +108.1% | +280.3% | -172.1% | +92.5% |
| All | +251.7% | +729.9% | -478.2% | +223.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling