+226.3%
CLSK vs INSM
+392.8%
-166.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.7% | +5.1% | +6.6% |
| 7D | +7.7% | +2.5% | +5.3% | +7.5% |
| 30D | +12.2% | -2.2% | +14.4% | +12.4% |
| 3M | -15.5% | +33.8% | -49.3% | -18.7% |
| 6M | +39.3% | -7.2% | +46.5% | +39.0% |
| YTD | +35.1% | -25.6% | +60.7% | +37.8% |
| 1Y | +34.0% | -11.2% | +45.3% | +34.1% |
| 3Y | +226.3% | +388.3% | -162.1% | +232.5% |
| All | +226.3% | +392.8% | -166.5% | +232.5% |
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