+387.6%
CPRT vs INSM
+868.6%
-481.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.9% |
| 7D | -8.4% | +0.5% | -8.9% | -8.5% |
| 30D | +4.6% | -4.0% | +8.6% | +4.8% |
| 3M | -1.9% | +38.5% | -40.5% | -4.3% |
| 6M | -15.3% | -11.5% | -3.8% | -15.4% |
| YTD | -21.5% | -26.9% | +5.4% | -20.6% |
| 1Y | -36.6% | -12.8% | -23.8% | -36.9% |
| 3Y | -31.2% | +384.7% | -415.9% | -41.2% |
| 5Y | -14.1% | +368.8% | -382.9% | -27.9% |
| All | +387.6% | +868.6% | -481.0% | +293.6% |
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