-47.0%
CLF vs INSM
+342.6%
-389.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.6% |
| 7D | +6.5% | +2.8% | +3.7% | +6.3% |
| 30D | +0.2% | -4.7% | +5.0% | +0.7% |
| 3M | -3.1% | +32.6% | -35.7% | -6.1% |
| 6M | +25.0% | -10.9% | +35.9% | +25.1% |
| YTD | -7.5% | -28.2% | +20.8% | -5.7% |
| 1Y | +11.5% | -14.9% | +26.4% | +11.3% |
| 3Y | -13.7% | +375.6% | -389.3% | -28.2% |
| 5Y | -47.0% | +349.1% | -396.1% | -59.3% |
| All | -47.0% | +342.6% | -389.5% | -59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling