+1,380.7%
CSGP vs INSM
-21.1%
+1,401.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.4% |
| 7D | -4.1% | +6.5% | -10.6% | -4.4% |
| 30D | +2.3% | +27.5% | -25.2% | +0.5% |
| 3M | -8.2% | +20.4% | -28.5% | -9.6% |
| 6M | -35.1% | -15.7% | -19.3% | -35.0% |
| YTD | -54.0% | -27.4% | -26.6% | -53.6% |
| 1Y | -65.3% | -11.4% | -53.9% | -65.5% |
| 3Y | -62.6% | +457.8% | -520.4% | -67.8% |
| 5Y | -64.8% | +343.0% | -407.8% | -69.6% |
| 10Y | +45.1% | +848.1% | -803.0% | +13.0% |
| All | +1,380.7% | -21.1% | +1,401.8% | +867.2% |
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