+6.1%
CVNA vs INSM
+375.8%
-369.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.9% |
| 7D | -7.3% | +2.5% | -9.8% | -7.7% |
| 30D | -4.6% | -2.2% | -2.4% | -4.4% |
| 3M | +2.0% | +33.8% | -31.8% | -5.4% |
| 6M | +11.7% | -7.2% | +18.9% | +10.1% |
| YTD | -18.1% | -25.6% | +7.6% | -15.4% |
| 1Y | -2.4% | -11.2% | +8.9% | -5.1% |
| 3Y | +580.6% | +388.3% | +192.2% | +300.4% |
| All | +6.1% | +375.8% | -369.7% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling