+5,760.6%
CRM vs INSM
+467.6%
+5,293.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.3% | +1.8% |
| 7D | -4.4% | +2.5% | -6.9% | -4.6% |
| 30D | +28.1% | -2.2% | +30.3% | +28.2% |
| 3M | +48.8% | +33.8% | +15.0% | +44.4% |
| 6M | +28.3% | -7.2% | +35.4% | +27.3% |
| YTD | -6.0% | -25.6% | +19.6% | -5.2% |
| 1Y | +1.4% | -11.2% | +12.7% | +0.6% |
| 3Y | +11.8% | +388.3% | -376.5% | -8.7% |
| 5Y | -2.0% | +376.6% | -378.7% | -21.1% |
| 10Y | +239.6% | +881.9% | -642.2% | +140.1% |
| All | +5,760.6% | +467.6% | +5,293.0% | +2,830.1% |
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