+415.3%
CLF vs INSM
-21.1%
+436.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | +7.6% | +6.5% | +1.0% | +7.0% |
| 30D | -1.2% | +27.5% | -28.7% | -3.9% |
| 3M | -13.4% | +20.4% | -33.7% | -15.4% |
| 6M | +15.4% | -15.7% | +31.2% | +15.9% |
| YTD | -5.9% | -27.4% | +21.6% | -4.4% |
| 1Y | +18.8% | -11.4% | +30.2% | +18.0% |
| 3Y | -19.4% | +457.8% | -477.2% | -35.7% |
| 5Y | -47.7% | +343.0% | -390.7% | -58.0% |
| 10Y | +130.4% | +848.1% | -717.7% | +63.3% |
| All | +415.3% | -21.1% | +436.4% | +198.7% |
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 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