+21.9%
CCL vs INSM
-40.6%
+62.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.3% | +1.9% | +6.9% |
| 7D | +11.6% | +13.4% | -1.8% | +10.6% |
| 30D | +22.5% | +5.9% | +16.6% | +21.9% |
| 3M | +6.4% | +11.4% | -5.0% | +5.0% |
| 6M | +23.4% | -21.4% | +44.8% | +27.3% |
| YTD | +4.2% | -36.8% | +41.0% | +10.9% |
| 1Y | +21.9% | -39.8% | +61.7% | +27.7% |
| All | +21.9% | -40.6% | +62.5% | +27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling