+1,284.2%
CLS vs INSM
+390.5%
+893.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | +0.9% |
| 7D | +20.1% | +1.7% | +18.4% | +20.0% |
| 30D | +6.0% | -4.4% | +10.5% | +6.3% |
| 3M | -10.3% | +30.0% | -40.3% | -12.4% |
| 6M | +24.5% | -10.0% | +34.5% | +24.9% |
| YTD | +12.9% | -26.0% | +38.8% | +14.7% |
| 1Y | +36.7% | -12.5% | +49.2% | +37.4% |
| All | +1,284.2% | +390.5% | +893.8% | +1,220.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling