+57.3%
CL vs INSM
+841.5%
-784.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.6% | -0.5% |
| 7D | -2.3% | +1.7% | -4.0% | -2.3% |
| 30D | -5.5% | -4.4% | -1.1% | -5.4% |
| 3M | +0.8% | +30.0% | -29.2% | +0.3% |
| 6M | -4.2% | -10.0% | +5.8% | -4.2% |
| YTD | +13.4% | -26.0% | +39.4% | +13.8% |
| 1Y | +7.1% | -12.5% | +19.6% | +7.0% |
| 3Y | +29.0% | +390.5% | -361.5% | +24.0% |
| 5Y | +28.3% | +357.7% | -329.4% | +22.6% |
| 10Y | +57.3% | +877.2% | -819.9% | +47.9% |
| All | +57.3% | +841.5% | -784.2% | +47.9% |
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 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