-24.3%
INSM vs CCJ
+5,991.8%
-6,016.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.4% |
| 7D | +2.8% | +5.9% | -3.2% | +1.5% |
| 30D | -4.7% | +4.7% | -9.4% | -5.8% |
| 3M | +32.6% | -3.3% | +35.9% | +33.0% |
| 6M | -10.9% | -7.0% | -3.8% | -10.1% |
| YTD | -28.2% | +11.5% | -39.7% | -30.8% |
| 1Y | -14.9% | +32.3% | -47.1% | -22.0% |
| 3Y | +375.6% | +176.8% | +198.8% | +257.8% |
| 5Y | +349.1% | +351.8% | -2.7% | +197.4% |
| 10Y | +796.6% | +1,080.5% | -284.0% | +365.8% |
| All | -24.3% | +5,991.8% | -6,016.1% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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