+127.6%
CLF vs INSM
+841.5%
-713.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.8% | -2.0% |
| 7D | -2.7% | +1.7% | -4.4% | -2.9% |
| 30D | -3.2% | -4.4% | +1.2% | -2.7% |
| 3M | -5.0% | +30.0% | -35.0% | -8.9% |
| 6M | +26.6% | -10.0% | +36.6% | +26.3% |
| YTD | -9.0% | -26.0% | +17.0% | -7.1% |
| 1Y | +11.8% | -12.5% | +24.3% | +10.9% |
| 3Y | -15.1% | +390.5% | -405.6% | -37.8% |
| 5Y | -48.2% | +357.7% | -405.9% | -62.9% |
| 10Y | +127.6% | +877.2% | -749.7% | +44.6% |
| All | +127.6% | +841.5% | -713.9% | +44.6% |
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