-29.7%
CCL vs INSM
-13.1%
-16.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -1.0% |
| 7D | -4.3% | +0.5% | -4.8% | -4.3% |
| 30D | -19.0% | -4.0% | -15.0% | -18.8% |
| 3M | -13.1% | +38.5% | -51.6% | -15.8% |
| 6M | -13.3% | -11.5% | -1.8% | -11.2% |
| YTD | -25.2% | -26.9% | +1.6% | -22.1% |
| All | -29.7% | -13.1% | -16.6% | -26.9% |
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