-50.5%
CPNG vs INSM
+375.8%
-426.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.8% |
| 7D | -1.1% | +2.5% | -3.6% | -1.4% |
| 30D | -7.4% | -2.2% | -5.2% | -7.1% |
| 3M | -12.3% | +33.8% | -46.1% | -16.3% |
| 6M | -19.4% | -7.2% | -12.3% | -19.8% |
| YTD | -35.9% | -25.6% | -10.3% | -34.4% |
| 1Y | -53.4% | -11.2% | -42.2% | -53.7% |
| 3Y | -20.0% | +388.3% | -408.3% | -40.0% |
| All | -50.5% | +375.8% | -426.2% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling