+400.7%
CLS vs INSM
-24.3%
+425.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.6% | -8.0% | -5.6% |
| 7D | +16.3% | +5.9% | +10.4% | +15.8% |
| 30D | -25.7% | +23.9% | -49.6% | -27.0% |
| 3M | -30.9% | -4.1% | -26.8% | -30.8% |
| 6M | -35.5% | +2.7% | -38.2% | -36.3% |
| YTD | -18.7% | -30.4% | +11.7% | -17.6% |
| 1Y | -17.9% | -36.6% | +18.6% | -16.2% |
| 3Y | +838.1% | +406.9% | +431.1% | +685.9% |
| 5Y | +1,971.9% | +280.3% | +1,691.6% | +1,650.2% |
| 10Y | +1,907.9% | +738.5% | +1,169.4% | +1,385.1% |
| All | +400.7% | -24.3% | +425.0% | +206.2% |
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