-25.4%
CLF vs INSM
+388.0%
-413.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.5% | +5.5% | +6.9% |
| 7D | -14.1% | +6.2% | -20.3% | -14.3% |
| 30D | -5.5% | +15.4% | -21.0% | -6.2% |
| 3M | 0.0% | -11.4% | +11.4% | +0.5% |
| 6M | +11.3% | +14.6% | -3.3% | +10.2% |
| YTD | -7.7% | -33.3% | +25.6% | -6.6% |
| 1Y | +17.5% | -38.8% | +56.3% | +19.4% |
| 3Y | -25.4% | +395.7% | -421.2% | -30.6% |
| All | -25.4% | +388.0% | -413.4% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling