+135.5%
CI vs ETSY
+146.8%
-11.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.7% | +5.4% | -0.8% |
| 7D | +1.3% | -8.5% | +9.8% | +2.0% |
| 30D | +4.4% | -10.9% | +15.3% | +5.4% |
| 3M | +0.7% | +14.1% | -13.5% | -0.6% |
| 6M | +0.3% | +37.5% | -37.1% | -2.6% |
| YTD | +3.8% | +38.0% | -34.2% | +0.5% |
| 1Y | -5.5% | +46.5% | -52.0% | -9.2% |
| 3Y | +8.1% | +2.5% | +5.6% | +5.4% |
| 5Y | +42.8% | -65.3% | +108.1% | +46.6% |
| 10Y | +143.9% | +451.6% | -307.7% | +101.9% |
| All | +135.5% | +146.8% | -11.3% | +99.6% |
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