+74.6%
CLF vs INSM
+729.9%
-655.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | -3.5% |
| 7D | +10.4% | +5.9% | +4.5% | +9.6% |
| 30D | +0.6% | +23.9% | -23.3% | -2.3% |
| 3M | +4.1% | -4.1% | +8.2% | +4.3% |
| 6M | +15.1% | +2.7% | +12.4% | +13.2% |
| YTD | -4.7% | -30.4% | +25.6% | -2.5% |
| 1Y | +20.4% | -36.6% | +56.9% | +24.4% |
| 3Y | -23.4% | +406.9% | -430.3% | -43.9% |
| 5Y | -43.3% | +280.3% | -323.6% | -57.9% |
| All | +74.6% | +729.9% | -655.2% | +26.9% |
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