+45.4%
CCL vs INSM
-21.1%
+66.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -5.0% | +6.5% | -11.6% | -5.5% |
| 30D | -20.3% | +27.5% | -47.9% | -22.2% |
| 3M | -15.1% | +20.4% | -35.5% | -16.8% |
| 6M | -15.1% | -15.7% | +0.6% | -14.8% |
| YTD | -21.8% | -27.4% | +5.7% | -20.7% |
| 1Y | -24.8% | -11.4% | -13.4% | -25.1% |
| 3Y | +51.9% | +457.8% | -406.0% | +27.1% |
| 5Y | +4.0% | +343.0% | -338.9% | -11.9% |
| 10Y | -42.2% | +848.1% | -890.3% | -54.7% |
| All | +45.4% | -21.1% | +66.5% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling