+303.7%
CCJ vs ETSY
-67.3%
+371.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.5% | -3.1% |
| 7D | -3.2% | -12.7% | +9.5% | -1.1% |
| 30D | -1.3% | -9.9% | +8.6% | +0.1% |
| 3M | +2.5% | +4.2% | -1.6% | +1.3% |
| 6M | -18.9% | +34.2% | -53.1% | -23.4% |
| YTD | +6.5% | +29.1% | -22.6% | +0.5% |
| 1Y | +22.8% | +23.8% | -1.0% | +15.5% |
| 3Y | +164.5% | +6.6% | +157.8% | +144.8% |
| 5Y | +303.7% | -67.0% | +370.7% | +326.6% |
| All | +303.7% | -67.3% | +371.0% | +326.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling