+20.2%
CLF vs INSM
-40.6%
+60.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +5.3% | -14.5% | -9.3% |
| 7D | -7.9% | +13.4% | -21.3% | -8.3% |
| 30D | +5.2% | +5.9% | -0.7% | +5.1% |
| 3M | +4.3% | +11.4% | -7.1% | +3.9% |
| 6M | +25.3% | -21.4% | +46.7% | +28.6% |
| YTD | -3.3% | -36.8% | +33.5% | +0.8% |
| 1Y | +20.2% | -39.8% | +60.0% | +19.4% |
| All | +20.2% | -40.6% | +60.9% | +19.4% |
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