+4,396.0%
CPRT vs INSM
-21.1%
+4,417.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +2.2% | +6.5% | -4.3% | +1.9% |
| 30D | +16.6% | +27.5% | -10.9% | +15.0% |
| 3M | +9.6% | +20.4% | -10.8% | +8.2% |
| 6M | -11.1% | -15.7% | +4.6% | -11.0% |
| YTD | -13.9% | -27.4% | +13.6% | -13.2% |
| 1Y | -32.5% | -11.4% | -21.1% | -32.8% |
| 3Y | -25.0% | +457.8% | -482.9% | -33.6% |
| 5Y | -7.4% | +343.0% | -350.3% | -17.8% |
| 10Y | +422.0% | +848.1% | -426.1% | +328.6% |
| All | +4,396.0% | -21.1% | +4,417.1% | +2,979.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling