+438.8%
CLF vs INSM
-26.2%
+465.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.3% |
| 7D | +16.0% | +8.6% | +7.4% | +15.1% |
| 30D | +1.6% | +22.0% | -20.4% | -0.3% |
| 3M | +6.7% | -10.7% | +17.4% | +7.5% |
| 6M | +21.1% | +1.8% | +19.3% | +19.8% |
| YTD | -1.6% | -32.2% | +30.6% | +0.3% |
| 1Y | +18.5% | -39.3% | +57.8% | +21.8% |
| 3Y | -21.0% | +397.1% | -418.2% | -36.4% |
| 5Y | -41.4% | +270.6% | -312.0% | -52.2% |
| 10Y | +86.5% | +717.1% | -630.6% | +33.6% |
| All | +438.8% | -26.2% | +465.1% | +213.4% |
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