-63.3%
CLSK vs INSM
+749.1%
-812.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.4% |
| 7D | +1.7% | +0.5% | +1.3% | +1.6% |
| 30D | +11.1% | -4.0% | +15.1% | +11.8% |
| 3M | -14.1% | +38.5% | -52.6% | -20.1% |
| 6M | +32.9% | -11.5% | +44.4% | +32.5% |
| YTD | +26.5% | -26.9% | +53.3% | +30.2% |
| 1Y | +27.6% | -12.8% | +40.4% | +26.9% |
| 3Y | +190.9% | +384.7% | -193.8% | +97.8% |
| 5Y | -0.4% | +368.8% | -369.2% | -32.0% |
| All | -63.3% | +749.1% | -812.4% | -75.7% |
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