+78.8%
CNQ vs INSM
+392.8%
-314.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -0.6% |
| 7D | +0.1% | +2.5% | -2.4% | 0.0% |
| 30D | +6.2% | -2.2% | +8.4% | +6.2% |
| 3M | +12.4% | +33.8% | -21.4% | +11.2% |
| 6M | +9.0% | -7.2% | +16.2% | +8.8% |
| YTD | +52.2% | -25.6% | +77.9% | +52.7% |
| 1Y | +65.0% | -11.2% | +76.3% | +64.6% |
| 3Y | +78.8% | +388.3% | -309.5% | +72.9% |
| All | +78.8% | +392.8% | -314.0% | +72.9% |
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