-23.4%
CHTR vs ETSY
+134.7%
-158.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.5% |
| 7D | -4.1% | -4.9% | +0.8% | -3.4% |
| 30D | -3.0% | -8.6% | +5.7% | -1.8% |
| 3M | +4.8% | +4.8% | 0.0% | +3.9% |
| 6M | -35.0% | +38.1% | -73.1% | -38.3% |
| YTD | -30.2% | +31.2% | -61.4% | -33.5% |
| 1Y | -44.8% | +22.1% | -66.9% | -47.2% |
| 3Y | -66.6% | +12.2% | -78.8% | -68.4% |
| 5Y | -81.5% | -66.5% | -15.0% | -80.5% |
| 10Y | -44.8% | +433.4% | -478.2% | -60.4% |
| All | -23.4% | +134.7% | -158.1% | -44.6% |
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