-58.1%
CLSK vs INSM
-40.6%
-17.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +5.3% | -21.9% | -16.9% |
| 7D | -20.7% | +13.4% | -34.2% | -21.9% |
| 30D | -45.5% | +5.9% | -51.5% | -45.8% |
| 3M | -52.0% | +11.4% | -63.4% | -52.9% |
| 6M | -47.0% | -21.4% | -25.5% | -43.4% |
| YTD | -32.8% | -36.8% | +4.0% | -24.8% |
| 1Y | -58.1% | -39.8% | -18.3% | -57.2% |
| All | -58.1% | -40.6% | -17.4% | -57.2% |
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 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