+1,435.3%
CSGP vs INSM
-32.0%
+1,467.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.6% |
| 7D | +13.9% | -2.5% | +16.4% | +14.1% |
| 30D | +16.0% | +3.4% | +12.6% | +15.7% |
| 3M | +6.1% | +9.8% | -3.7% | +5.0% |
| 6M | -8.2% | -22.0% | +13.8% | -7.7% |
| YTD | -52.3% | -37.5% | -14.8% | -51.6% |
| 1Y | -54.5% | -41.8% | -12.7% | -53.6% |
| 3Y | -58.6% | +337.7% | -396.2% | -63.9% |
| 5Y | -61.5% | +225.3% | -286.8% | -66.2% |
| 10Y | +74.7% | +870.2% | -795.5% | +35.9% |
| All | +1,435.3% | -32.0% | +1,467.4% | +909.8% |
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