-62.8%
CSGP vs INSM
+425.1%
-487.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.4% |
| 7D | -4.1% | +6.5% | -10.6% | -4.1% |
| 30D | +2.3% | +27.5% | -25.2% | +2.3% |
| 3M | -8.2% | +20.4% | -28.5% | -8.2% |
| 6M | -35.1% | -15.7% | -19.3% | -34.9% |
| YTD | -54.0% | -27.4% | -26.6% | -53.9% |
| 1Y | -65.3% | -11.4% | -53.9% | -65.3% |
| All | -62.8% | +425.1% | -487.9% | -62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling