+286.6%
CFG vs ETSY
+185.0%
+101.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.3% | +0.6% |
| 7D | -0.8% | -8.2% | +7.4% | +0.3% |
| 30D | +3.1% | +14.8% | -11.7% | +1.2% |
| 3M | -9.7% | +11.2% | -20.9% | -11.2% |
| 6M | +6.7% | +47.6% | -40.9% | +1.0% |
| YTD | +15.2% | +59.4% | -44.2% | +7.3% |
| 1Y | +28.8% | +38.6% | -9.8% | +22.0% |
| 3Y | +190.1% | +39.7% | +150.4% | +168.1% |
| 5Y | +63.4% | -65.1% | +128.5% | +67.9% |
| 10Y | +219.8% | +653.8% | -434.1% | +135.6% |
| All | +286.6% | +185.0% | +101.6% | +184.6% |
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