+4,013.6%
CMG vs INSM
+362.2%
+3,651.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.1% |
| 7D | -2.1% | +2.5% | -4.5% | -2.2% |
| 30D | +10.9% | -2.2% | +13.1% | +11.0% |
| 3M | +15.8% | +33.8% | -18.0% | +13.5% |
| 6M | +6.9% | -7.2% | +14.1% | +6.5% |
| YTD | -2.2% | -25.6% | +23.5% | -1.4% |
| 1Y | -7.1% | -11.2% | +4.2% | -7.8% |
| 3Y | -7.1% | +388.3% | -395.5% | -19.8% |
| 5Y | -4.8% | +376.6% | -381.4% | -18.7% |
| 10Y | +324.3% | +881.9% | -557.5% | +230.1% |
| All | +4,013.6% | +362.2% | +3,651.5% | +2,570.2% |
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