+99.4%
CB vs INSM
+365.8%
-266.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | +0.2% |
| 7D | -0.5% | +1.7% | -2.2% | -0.6% |
| 30D | -3.1% | -4.4% | +1.3% | -3.0% |
| 3M | +4.2% | +30.0% | -25.9% | +3.6% |
| 6M | +4.7% | -10.0% | +14.7% | +4.7% |
| YTD | +8.8% | -26.0% | +34.8% | +9.2% |
| 1Y | +22.6% | -12.5% | +35.1% | +22.5% |
| 3Y | +70.6% | +390.5% | -319.9% | +64.8% |
| 5Y | +99.4% | +357.7% | -258.3% | +86.5% |
| All | +99.4% | +365.8% | -266.4% | +86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling