+71.6%
CB vs INSM
+388.0%
-316.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.4% |
| 7D | -1.5% | +6.2% | -7.7% | -1.5% |
| 30D | +6.5% | +15.4% | -8.9% | +6.5% |
| 3M | +4.1% | -11.4% | +15.5% | +4.0% |
| 6M | +14.4% | +14.6% | -0.1% | +14.4% |
| YTD | +17.5% | -33.3% | +50.8% | +17.4% |
| 1Y | +27.5% | -38.8% | +66.3% | +27.4% |
| 3Y | +71.6% | +395.7% | -324.1% | +78.2% |
| All | +71.6% | +388.0% | -316.4% | +78.2% |
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