+242.0%
COF vs INSM
+884.9%
-642.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.4% |
| 7D | -5.1% | +2.5% | -7.6% | -5.3% |
| 30D | -6.0% | -2.2% | -3.9% | -5.9% |
| 3M | +14.8% | +33.8% | -19.0% | +11.3% |
| 6M | +15.3% | -7.2% | +22.5% | +14.8% |
| YTD | -13.0% | -25.6% | +12.6% | -11.8% |
| 1Y | -5.7% | -11.2% | +5.5% | -6.3% |
| 3Y | +118.1% | +388.3% | -270.2% | +77.3% |
| 5Y | +46.2% | +376.6% | -330.4% | +16.2% |
| All | +242.0% | +884.9% | -642.9% | +155.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling