-17.9%
CLS vs INSM
-37.5%
+19.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.6% | -8.0% | -5.5% |
| 7D | +16.3% | +5.9% | +10.4% | +16.1% |
| 30D | -25.7% | +23.9% | -49.6% | -26.2% |
| 3M | -30.9% | -4.1% | -26.8% | -30.4% |
| 6M | -35.5% | +2.7% | -38.2% | -33.2% |
| YTD | -18.7% | -30.4% | +11.7% | -8.3% |
| 1Y | -17.9% | -36.6% | +18.6% | -7.6% |
| All | -17.9% | -37.5% | +19.6% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling