-35.1%
CRDO vs INSM
-40.5%
+5.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.7% | -1.1% | -16.6% | -17.6% |
| 7D | -32.0% | -2.5% | -29.5% | -31.9% |
| 30D | -49.1% | +3.4% | -52.5% | -49.3% |
| 3M | -50.0% | +9.8% | -59.8% | -51.1% |
| 6M | -42.0% | -22.0% | -20.0% | -41.4% |
| YTD | -21.9% | -37.5% | +15.6% | -19.8% |
| 1Y | -35.1% | -41.8% | +6.7% | -37.6% |
| All | -35.1% | -40.5% | +5.4% | -37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling