+283.5%
CFG vs ETSY
+184.8%
+98.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +1.6% | -3.5% | +5.2% | +2.1% |
| 30D | +3.3% | +11.4% | -8.1% | +1.8% |
| 3M | -11.5% | +10.9% | -22.4% | -13.0% |
| 6M | +6.2% | +53.5% | -47.3% | 0.0% |
| YTD | +14.3% | +59.3% | -45.0% | +6.4% |
| 1Y | +26.7% | +38.2% | -11.4% | +20.1% |
| 3Y | +187.8% | +39.6% | +148.2% | +166.0% |
| 5Y | +61.3% | -67.6% | +128.9% | +66.8% |
| 10Y | +217.2% | +653.3% | -436.1% | +133.7% |
| All | +283.5% | +184.8% | +98.7% | +182.4% |
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