+593.1%
CEG vs INSM
+437.5%
+155.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -0.9% |
| 7D | +12.1% | +5.9% | +6.2% | +11.7% |
| 30D | +0.2% | +23.9% | -23.7% | -1.0% |
| 3M | +0.7% | -4.1% | +4.8% | +0.8% |
| 6M | +2.2% | +2.7% | -0.4% | +1.6% |
| YTD | -20.3% | -30.4% | +10.1% | -19.4% |
| 1Y | -16.1% | -36.6% | +20.5% | -14.8% |
| 3Y | +134.7% | +406.9% | -272.3% | +109.7% |
| All | +593.1% | +437.5% | +155.5% | +508.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling