+153.3%
CMI vs INSM
+392.8%
-239.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.2% |
| 7D | -0.7% | +2.5% | -3.2% | -0.8% |
| 30D | -12.4% | -2.2% | -10.2% | -12.4% |
| 3M | -14.8% | +33.8% | -48.6% | -15.5% |
| 6M | +0.8% | -7.2% | +8.0% | +0.6% |
| YTD | +10.2% | -25.6% | +35.8% | +10.3% |
| 1Y | +37.4% | -11.2% | +48.7% | +37.2% |
| 3Y | +153.3% | +388.3% | -235.1% | +159.1% |
| All | +153.3% | +392.8% | -239.5% | +159.1% |
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