+405.5%
CLF vs INSM
-27.4%
+432.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.5% | +5.5% | +6.8% |
| 7D | -14.1% | +6.2% | -20.3% | -14.6% |
| 30D | -5.5% | +15.4% | -21.0% | -6.9% |
| 3M | 0.0% | -11.4% | +11.4% | +0.8% |
| 6M | +11.3% | +14.6% | -3.3% | +8.7% |
| YTD | -7.7% | -33.3% | +25.6% | -5.8% |
| 1Y | +17.5% | -38.8% | +56.3% | +20.7% |
| 3Y | -25.4% | +395.7% | -421.2% | -39.9% |
| 5Y | -46.0% | +258.9% | -304.9% | -55.8% |
| 10Y | +80.1% | +754.3% | -674.2% | +28.5% |
| All | +405.5% | -27.4% | +432.9% | +194.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling