+835.8%
CAT vs ETSY
+187.1%
+648.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | +7.4% | -1.0% | +8.5% | +7.5% |
| 30D | -19.7% | +7.3% | -27.0% | -20.3% |
| 3M | -29.6% | +10.3% | -39.9% | -30.5% |
| 6M | -33.2% | +55.1% | -88.3% | -36.4% |
| YTD | +5.7% | +60.5% | -54.9% | -0.5% |
| 1Y | +9.3% | +52.2% | -42.8% | +3.5% |
| 3Y | +158.3% | +40.8% | +117.5% | +140.5% |
| 5Y | +211.6% | -67.3% | +278.9% | +222.4% |
| 10Y | +698.5% | +659.4% | +39.1% | +481.8% |
| All | +835.8% | +187.1% | +648.7% | +537.6% |
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