+361.5%
CPRT vs INSM
+729.9%
-368.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.7% |
| 7D | -0.4% | +5.9% | -6.3% | -0.7% |
| 30D | +21.2% | +23.9% | -2.7% | +19.5% |
| 3M | +8.3% | -4.1% | +12.4% | +8.4% |
| 6M | -3.4% | +2.7% | -6.1% | -4.1% |
| YTD | -18.7% | -30.4% | +11.7% | -17.7% |
| 1Y | -23.5% | -36.6% | +13.0% | -22.3% |
| 3Y | -34.2% | +406.9% | -441.1% | -44.2% |
| 5Y | -18.2% | +280.3% | -298.5% | -30.3% |
| All | +361.5% | +729.9% | -368.4% | +271.7% |
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 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