+315.2%
CFG vs ETSY
+146.8%
+168.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.7% | +6.7% | +0.8% |
| 7D | +1.5% | -8.5% | +10.0% | +2.6% |
| 30D | -3.8% | -10.9% | +7.1% | -2.6% |
| 3M | +11.5% | +14.1% | -2.6% | +9.3% |
| 6M | +19.2% | +37.5% | -18.3% | +13.7% |
| YTD | +23.7% | +38.0% | -14.3% | +17.6% |
| 1Y | +38.8% | +46.5% | -7.7% | +30.1% |
| 3Y | +178.9% | +2.5% | +176.4% | +168.1% |
| 5Y | +101.8% | -65.3% | +167.1% | +108.6% |
| 10Y | +317.3% | +451.6% | -134.4% | +216.6% |
| All | +315.2% | +146.8% | +168.4% | +211.9% |
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