+811.4%
CAT vs ETSY
+179.0%
+632.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -2.2% |
| 7D | -6.3% | -3.7% | -2.6% | -6.0% |
| 30D | -26.8% | +12.8% | -39.6% | -27.8% |
| 3M | -30.0% | +7.6% | -37.6% | -30.8% |
| 6M | -34.6% | +34.4% | -68.9% | -36.9% |
| YTD | +2.9% | +56.0% | -53.1% | -2.9% |
| 1Y | +3.3% | +43.6% | -40.3% | -1.8% |
| 3Y | +153.7% | +36.8% | +116.9% | +136.8% |
| 5Y | +207.3% | -65.2% | +272.5% | +215.9% |
| 10Y | +674.0% | +653.5% | +20.5% | +464.7% |
| All | +811.4% | +179.0% | +632.4% | +522.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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