+2,237.1%
CTAS vs INSM
-21.9%
+2,259.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | 0.0% | +2.8% | -2.8% | -0.2% |
| 30D | -1.0% | -4.7% | +3.7% | -0.8% |
| 3M | +15.8% | +32.6% | -16.9% | +14.0% |
| 6M | -1.0% | -10.9% | +9.9% | -1.1% |
| YTD | +7.4% | -28.2% | +35.7% | +8.3% |
| 1Y | -0.1% | -14.9% | +14.7% | -0.3% |
| 3Y | +66.3% | +375.6% | -309.3% | +50.0% |
| 5Y | +111.0% | +349.1% | -238.1% | +88.8% |
| 10Y | +662.9% | +796.6% | -133.7% | +541.4% |
| All | +2,237.1% | -21.9% | +2,259.1% | +1,699.8% |
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