-10.5%
CPRT vs INSM
+358.0%
-368.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.1% | -4.9% | -1.9% |
| 7D | -0.4% | +1.7% | -2.1% | -0.5% |
| 30D | +8.2% | -4.4% | +12.7% | +8.4% |
| 3M | +2.3% | +30.0% | -27.7% | +1.0% |
| 6M | -14.7% | -10.0% | -4.7% | -14.8% |
| YTD | -18.2% | -26.0% | +7.8% | -17.6% |
| 1Y | -33.4% | -12.5% | -20.9% | -33.6% |
| 3Y | -28.3% | +390.5% | -418.8% | -34.7% |
| All | -10.5% | +358.0% | -368.6% | -23.3% |
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