+177.1%
CHRW vs ETSY
+146.8%
+30.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.7% | +7.8% | +1.6% |
| 7D | -1.4% | -8.5% | +7.1% | -0.7% |
| 30D | -3.5% | -10.9% | +7.4% | -2.7% |
| 3M | -19.4% | +14.1% | -33.5% | -20.4% |
| 6M | -21.4% | +37.5% | -58.9% | -23.6% |
| YTD | -7.1% | +38.0% | -45.1% | -10.0% |
| 1Y | +17.8% | +46.5% | -28.7% | +13.0% |
| 3Y | +78.8% | +2.5% | +76.3% | +73.2% |
| 5Y | +83.5% | -65.3% | +148.8% | +88.7% |
| 10Y | +160.2% | +451.6% | -291.4% | +116.9% |
| All | +177.1% | +146.8% | +30.3% | +135.5% |
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 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