0.0%
CNC vs INSM
+392.8%
-392.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.6% |
| 7D | -0.9% | +2.5% | -3.4% | -0.9% |
| 30D | -1.0% | -2.2% | +1.2% | -1.0% |
| 3M | +4.5% | +33.8% | -29.3% | +5.4% |
| 6M | +85.2% | -7.2% | +92.4% | +85.6% |
| YTD | +61.4% | -25.6% | +87.1% | +61.0% |
| 1Y | +94.9% | -11.2% | +106.1% | +95.2% |
| 3Y | 0.0% | +388.3% | -388.3% | +6.5% |
| All | 0.0% | +392.8% | -392.8% | +6.5% |
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