+84.2%
CL vs ETSY
+185.0%
-100.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.2% |
| 7D | -0.8% | -8.2% | +7.4% | -0.4% |
| 30D | +9.5% | +14.8% | -5.3% | +8.9% |
| 3M | +6.8% | +11.2% | -4.4% | +6.2% |
| 6M | +14.3% | +47.6% | -33.3% | +12.4% |
| YTD | +27.0% | +59.4% | -32.4% | +24.2% |
| 1Y | +26.3% | +38.6% | -12.3% | +24.2% |
| 3Y | +39.3% | +39.7% | -0.4% | +35.6% |
| 5Y | +41.5% | -65.1% | +106.6% | +43.6% |
| 10Y | +84.1% | +653.8% | -569.7% | +58.7% |
| All | +84.2% | +185.0% | -100.8% | +63.7% |
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 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