+62.6%
CSGP vs INSM
+750.4%
-687.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | -7.1% | +9.8% | -16.9% | -7.7% |
| 30D | +3.6% | +22.5% | -18.9% | +2.2% |
| 3M | -2.7% | -8.9% | +6.2% | -2.4% |
| 6M | -8.0% | +16.2% | -24.3% | -9.7% |
| YTD | -55.0% | -30.6% | -24.4% | -54.4% |
| 1Y | -55.8% | -37.7% | -18.1% | -54.9% |
| 3Y | -62.0% | +408.4% | -470.4% | -67.9% |
| 5Y | -62.9% | +279.6% | -342.5% | -68.5% |
| 10Y | +62.6% | +735.6% | -673.0% | +30.1% |
| All | +62.6% | +750.4% | -687.7% | +30.1% |
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 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