+545.9%
CL vs INSM
-28.5%
+574.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.2% | -7.4% | -2.3% |
| 7D | +1.3% | +1.6% | -0.3% | +1.3% |
| 30D | +11.4% | +12.5% | -1.1% | +11.0% |
| 3M | +4.4% | -13.7% | +18.1% | +4.7% |
| 6M | +10.8% | -16.5% | +27.3% | +10.9% |
| YTD | +25.1% | -34.3% | +59.4% | +25.8% |
| 1Y | +28.0% | -38.4% | +66.3% | +28.8% |
| 3Y | +37.6% | +379.9% | -342.3% | +30.2% |
| 5Y | +39.7% | +242.2% | -202.5% | +32.4% |
| 10Y | +75.8% | +920.6% | -844.8% | +57.2% |
| All | +545.9% | -28.5% | +574.4% | +411.9% |
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 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