+152.4%
CHRW vs ETSY
+187.1%
-34.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | 0.0% |
| 7D | +7.3% | -1.0% | +8.3% | +7.4% |
| 30D | -3.6% | +7.3% | -10.9% | -4.2% |
| 3M | -9.6% | +10.3% | -19.9% | -10.5% |
| 6M | -17.0% | +55.1% | -72.1% | -20.1% |
| YTD | -15.4% | +60.5% | -76.0% | -19.1% |
| 1Y | -10.0% | +52.2% | -62.2% | -13.6% |
| 3Y | +82.2% | +40.8% | +41.4% | +71.6% |
| 5Y | +59.4% | -67.3% | +126.7% | +64.3% |
| 10Y | +129.7% | +659.4% | -529.7% | +87.9% |
| All | +152.4% | +187.1% | -34.7% | +111.6% |
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