+83.5%
CLF vs INSM
+741.5%
-658.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.9% | +2.0% | +4.5% |
| 7D | -9.1% | +14.4% | -23.5% | -10.6% |
| 30D | -0.9% | +18.8% | -19.7% | -3.2% |
| 3M | +3.0% | -11.3% | +14.3% | +4.1% |
| 6M | +16.7% | +17.9% | -1.2% | +12.7% |
| YTD | -3.2% | -31.3% | +28.2% | -0.7% |
| 1Y | +24.6% | -37.7% | +62.4% | +29.2% |
| 3Y | -22.3% | +403.1% | -425.4% | -43.1% |
| 5Y | -41.2% | +279.3% | -320.5% | -56.4% |
| All | +83.5% | +741.5% | -658.0% | +31.7% |
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