+42.7%
CI vs ETSY
-66.8%
+109.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.1% | +1.0% |
| 7D | -1.1% | -12.9% | +11.8% | 0.0% |
| 30D | +0.5% | -11.5% | +11.9% | +1.4% |
| 3M | -5.2% | +3.5% | -8.7% | -5.5% |
| 6M | +4.3% | +27.6% | -23.3% | +2.0% |
| YTD | +2.8% | +28.4% | -25.6% | +0.3% |
| 1Y | -5.8% | +27.1% | -32.9% | -8.2% |
| 3Y | +4.7% | +6.0% | -1.3% | +2.4% |
| 5Y | +42.7% | -67.1% | +109.8% | +35.9% |
| All | +42.7% | -66.8% | +109.5% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling