+245.6%
CRH vs INSM
+884.9%
-639.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.9% |
| 7D | -6.1% | +2.5% | -8.5% | -6.2% |
| 30D | -9.3% | -2.2% | -7.1% | -9.2% |
| 3M | -15.2% | +33.8% | -49.0% | -17.1% |
| 6M | -14.2% | -7.2% | -7.0% | -14.5% |
| YTD | -28.3% | -25.6% | -2.6% | -27.5% |
| 1Y | -21.8% | -11.2% | -10.5% | -22.1% |
| 3Y | +71.6% | +388.3% | -316.7% | +47.7% |
| 5Y | +96.6% | +376.6% | -280.0% | +66.1% |
| All | +245.6% | +884.9% | -639.2% | +175.7% |
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