+29.5%
INSM vs CAI
-11.0%
+40.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.2% | +6.3% | +4.0% |
| 7D | +1.7% | -3.1% | +4.8% | +2.5% |
| 30D | -4.4% | +2.7% | -7.1% | -5.6% |
| 3M | +30.0% | +41.7% | -11.6% | +16.6% |
| 6M | -10.0% | +26.5% | -36.5% | -19.1% |
| YTD | -26.0% | -10.9% | -15.1% | -29.5% |
| 1Y | -12.5% | -29.2% | +16.7% | -14.2% |
| All | +29.5% | -11.0% | +40.5% | +21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling