+639.5%
CEG vs INSM
+460.3%
+179.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +4.9% |
| 7D | +8.0% | +6.5% | +1.5% | +7.6% |
| 30D | +12.9% | +27.5% | -14.6% | +11.1% |
| 3M | +13.2% | +20.4% | -7.2% | +11.6% |
| 6M | -7.0% | -15.7% | +8.8% | -6.7% |
| YTD | -15.0% | -27.4% | +12.4% | -14.1% |
| 1Y | -2.7% | -11.4% | +8.7% | -3.1% |
| 3Y | +184.1% | +457.8% | -273.8% | +149.7% |
| All | +639.5% | +460.3% | +179.2% | +548.0% |
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 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