+32.1%
CL vs INSM
-40.6%
+72.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.3% | -2.0% | +3.2% |
| 7D | +7.7% | +13.4% | -5.7% | +7.6% |
| 30D | +15.2% | +5.9% | +9.3% | +15.1% |
| 3M | +7.3% | +11.4% | -4.1% | +7.2% |
| 6M | +17.0% | -21.4% | +38.4% | +18.1% |
| YTD | +28.0% | -36.8% | +64.8% | +30.7% |
| 1Y | +32.1% | -39.8% | +71.9% | +38.4% |
| All | +32.1% | -40.6% | +72.7% | +38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling