-22.9%
INSM vs CNI
+4,240.9%
-4,263.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | +0.5% | -1.1% | +1.6% | +0.9% |
| 30D | -4.0% | -3.5% | -0.5% | -2.6% |
| 3M | +38.5% | +2.2% | +36.3% | +36.7% |
| 6M | -11.5% | +15.1% | -26.6% | -17.2% |
| YTD | -26.9% | +24.7% | -51.6% | -34.1% |
| 1Y | -12.8% | +33.4% | -46.2% | -24.1% |
| 3Y | +384.7% | +19.5% | +365.2% | +332.8% |
| 5Y | +368.8% | +12.6% | +356.3% | +328.1% |
| 10Y | +865.7% | +134.7% | +731.0% | +551.4% |
| All | -22.9% | +4,240.9% | -4,263.7% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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