-42.6%
CCL vs INSM
+884.9%
-927.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.4% | +1.0% |
| 7D | -3.2% | +2.5% | -5.7% | -3.6% |
| 30D | -17.8% | -2.2% | -15.6% | -17.6% |
| 3M | -18.7% | +33.8% | -52.5% | -22.8% |
| 6M | -11.4% | -7.2% | -4.2% | -12.1% |
| YTD | -24.3% | -25.6% | +1.3% | -22.7% |
| 1Y | -28.8% | -11.2% | -17.6% | -29.5% |
| 3Y | +49.3% | +388.3% | -339.0% | +8.2% |
| 5Y | +1.6% | +376.6% | -375.0% | -27.6% |
| All | -42.6% | +884.9% | -927.5% | -59.7% |
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 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