+33.9%
CCL vs INSM
+278.6%
-244.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.8% |
| 7D | -1.2% | +5.9% | -7.1% | -2.0% |
| 30D | +13.1% | +23.9% | -10.8% | +9.5% |
| 3M | +3.4% | -4.1% | +7.5% | +3.7% |
| 6M | +18.7% | +2.7% | +16.0% | +16.4% |
| YTD | -2.3% | -30.4% | +28.1% | +1.0% |
| 1Y | +14.2% | -36.6% | +50.7% | +19.4% |
| 3Y | +133.6% | +406.9% | -273.4% | +60.2% |
| All | +33.9% | +278.6% | -244.8% | -2.8% |
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