+189.0%
CDE vs INSM
+375.8%
-186.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.0% |
| 7D | -3.1% | +2.5% | -5.6% | -3.4% |
| 30D | +9.5% | -2.2% | +11.6% | +9.8% |
| 3M | +25.5% | +33.8% | -8.3% | +19.2% |
| 6M | -7.9% | -7.2% | -0.7% | -8.3% |
| YTD | +15.6% | -25.6% | +41.2% | +18.5% |
| 1Y | +34.0% | -11.2% | +45.3% | +33.8% |
| 3Y | +791.9% | +388.3% | +403.6% | +587.4% |
| All | +189.0% | +375.8% | -186.8% | +110.9% |
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 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