-20.0%
CPNG vs INSM
+392.8%
-412.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +3.0% |
| 7D | -1.1% | +2.5% | -3.6% | -1.3% |
| 30D | -7.4% | -2.2% | -5.2% | -7.3% |
| 3M | -12.3% | +33.8% | -46.1% | -14.0% |
| 6M | -19.4% | -7.2% | -12.3% | -19.7% |
| YTD | -35.9% | -25.6% | -10.3% | -35.6% |
| 1Y | -53.4% | -11.2% | -42.2% | -53.6% |
| 3Y | -20.0% | +388.3% | -408.3% | -26.7% |
| All | -20.0% | +392.8% | -412.8% | -26.7% |
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