+520.6%
CIEN vs ETSY
-67.3%
+587.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | +5.4% | -12.7% | +18.1% | +7.8% |
| 30D | -13.7% | -9.9% | -3.7% | -12.5% |
| 3M | -23.0% | +4.2% | -27.2% | -24.6% |
| 6M | -0.8% | +34.2% | -35.0% | -8.6% |
| YTD | +43.1% | +29.1% | +13.9% | +31.9% |
| 1Y | +157.6% | +23.8% | +133.8% | +136.6% |
| 3Y | +593.8% | +6.6% | +587.2% | +530.5% |
| 5Y | +520.6% | -67.0% | +587.6% | +520.1% |
| All | +520.6% | -67.3% | +587.9% | +520.1% |
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