+22.4%
CCI vs INSM
+884.9%
-862.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.3% |
| 7D | -0.3% | +2.5% | -2.7% | -0.4% |
| 30D | +2.2% | -2.2% | +4.4% | +2.3% |
| 3M | -16.9% | +33.8% | -50.7% | -18.2% |
| 6M | -11.5% | -7.2% | -4.4% | -11.8% |
| YTD | -12.8% | -25.6% | +12.8% | -12.3% |
| 1Y | -17.1% | -11.2% | -5.8% | -17.3% |
| 3Y | -9.6% | +388.3% | -398.0% | -18.8% |
| 5Y | -48.9% | +376.6% | -425.6% | -54.7% |
| All | +22.4% | +884.9% | -862.4% | +5.1% |
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