+25.6%
CTAS vs INSM
-40.6%
+66.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.3% | -3.0% | +2.4% |
| 7D | +7.6% | +13.4% | -5.8% | +7.6% |
| 30D | +17.2% | +5.9% | +11.3% | +17.2% |
| 3M | +12.8% | +11.4% | +1.4% | +13.0% |
| 6M | +38.0% | -21.4% | +59.4% | +37.1% |
| YTD | +22.7% | -36.8% | +59.5% | +20.5% |
| 1Y | +25.6% | -39.8% | +65.5% | +24.9% |
| All | +25.6% | -40.6% | +66.3% | +24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling