+97.0%
CFG vs ETSY
-66.8%
+163.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.4% | -0.5% |
| 7D | -0.6% | -12.9% | +12.3% | +1.9% |
| 30D | -4.5% | -11.5% | +6.9% | -2.6% |
| 3M | +6.3% | +3.5% | +2.8% | +5.0% |
| 6M | +20.6% | +27.6% | -7.0% | +13.7% |
| YTD | +21.2% | +28.4% | -7.2% | +13.6% |
| 1Y | +38.2% | +27.1% | +11.1% | +28.3% |
| 3Y | +185.9% | +6.0% | +179.9% | +166.2% |
| 5Y | +97.0% | -67.1% | +164.1% | +104.5% |
| All | +97.0% | -66.8% | +163.8% | +104.5% |
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