+550.7%
CLS vs INSM
-21.1%
+571.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | +4.6% | +6.5% | -2.0% | +4.0% |
| 30D | -13.9% | +27.5% | -41.4% | -16.2% |
| 3M | -26.6% | +20.4% | -46.9% | -28.2% |
| 6M | +15.4% | -15.7% | +31.2% | +15.7% |
| YTD | +5.7% | -27.4% | +33.1% | +7.0% |
| 1Y | +41.1% | -11.4% | +52.5% | +40.5% |
| 3Y | +1,228.6% | +457.8% | +770.8% | +1,006.0% |
| 5Y | +3,240.6% | +343.0% | +2,897.7% | +2,692.7% |
| 10Y | +2,760.3% | +848.1% | +1,912.2% | +1,995.8% |
| All | +550.7% | -21.1% | +571.8% | +297.6% |
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 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