-11.4%
INSM vs CAI
-31.3%
+19.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | +6.5% | -2.2% | +8.7% | +7.2% |
| 30D | +27.5% | +52.4% | -24.9% | +11.6% |
| 3M | +20.4% | +45.1% | -24.7% | +5.8% |
| 6M | -15.7% | +26.2% | -42.0% | -25.6% |
| YTD | -27.4% | -7.1% | -20.4% | -32.3% |
| 1Y | -11.4% | -31.0% | +19.6% | -10.9% |
| All | -11.4% | -31.3% | +19.9% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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