+28.1%
CL vs ETSY
-66.4%
+94.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.4% | -0.3% |
| 7D | -1.4% | -10.9% | +9.6% | -1.1% |
| 30D | -5.2% | -14.9% | +9.7% | -4.8% |
| 3M | +3.3% | +5.8% | -2.5% | +3.2% |
| 6M | -4.4% | +29.1% | -33.5% | -5.0% |
| YTD | +13.9% | +31.3% | -17.4% | +13.0% |
| 1Y | +7.6% | +25.1% | -17.5% | +6.8% |
| 3Y | +29.6% | +8.5% | +21.1% | +28.3% |
| 5Y | +28.1% | -66.1% | +94.1% | +22.7% |
| All | +28.1% | -66.4% | +94.5% | +22.7% |
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