+67.3%
CSGP vs INSM
+803.5%
-736.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +2.2% |
| 7D | -1.8% | +6.2% | -8.0% | -2.2% |
| 30D | +5.3% | +15.4% | -10.1% | +4.3% |
| 3M | +3.3% | -11.4% | +14.7% | +3.9% |
| 6M | -4.7% | +14.6% | -19.2% | -6.3% |
| YTD | -53.5% | -33.3% | -20.2% | -52.8% |
| 1Y | -53.7% | -38.8% | -14.9% | -52.8% |
| 3Y | -59.7% | +395.7% | -455.5% | -66.0% |
| 5Y | -62.5% | +258.9% | -321.4% | -68.0% |
| 10Y | +67.3% | +754.3% | -687.0% | +31.0% |
| All | +67.3% | +803.5% | -736.2% | +31.0% |
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