+699.1%
INSM vs CVE
+143.5%
+555.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | +0.3% |
| 7D | +9.8% | +0.1% | +9.7% | +9.7% |
| 30D | +22.5% | -10.8% | +33.3% | +25.9% |
| 3M | -8.9% | -4.3% | -4.6% | -8.5% |
| 6M | +16.2% | -1.5% | +17.7% | +15.2% |
| YTD | -30.6% | +70.7% | -101.3% | -41.9% |
| 1Y | -37.7% | +58.1% | -95.8% | -46.6% |
| 3Y | +408.4% | +69.8% | +338.6% | +314.9% |
| 5Y | +279.6% | +148.9% | +130.7% | +160.4% |
| All | +699.1% | +143.5% | +555.6% | +259.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling