-11.9%
CDE vs INSM
-20.5%
+8.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -2.0% | -3.1% |
| 7D | -6.1% | +0.5% | -6.5% | -6.1% |
| 30D | +9.5% | -4.0% | +13.5% | +9.6% |
| 3M | +32.0% | +38.5% | -6.5% | +30.0% |
| 6M | -12.8% | -11.5% | -1.3% | -12.8% |
| YTD | +14.2% | -26.9% | +41.1% | +15.0% |
| 1Y | +36.3% | -12.8% | +49.1% | +36.3% |
| 3Y | +821.4% | +384.7% | +436.7% | +758.5% |
| 5Y | +194.3% | +368.8% | -174.5% | +173.2% |
| 10Y | +53.2% | +865.7% | -812.5% | +40.0% |
| All | -11.9% | -20.5% | +8.5% | +3.1% |
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