+11,938.4%
CMI vs INSM
-19.1%
+11,957.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.1% |
| 7D | -0.7% | +2.5% | -3.2% | -0.9% |
| 30D | -12.4% | -2.2% | -10.2% | -12.3% |
| 3M | -14.8% | +33.8% | -48.6% | -16.5% |
| 6M | +0.8% | -7.2% | +8.0% | +0.6% |
| YTD | +10.2% | -25.6% | +35.8% | +11.3% |
| 1Y | +37.4% | -11.2% | +48.7% | +37.1% |
| 3Y | +153.3% | +388.3% | -235.1% | +122.3% |
| 5Y | +167.6% | +376.6% | -209.1% | +131.9% |
| 10Y | +514.4% | +881.9% | -367.5% | +379.7% |
| All | +11,938.4% | -19.1% | +11,957.6% | +7,699.3% |
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