+65.9%
CL vs ETSY
+146.8%
-80.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.7% | +5.3% | -1.2% |
| 7D | -2.2% | -8.5% | +6.3% | -1.8% |
| 30D | -4.8% | -10.9% | +6.1% | -4.4% |
| 3M | +4.9% | +14.1% | -9.2% | +4.3% |
| 6M | -5.7% | +37.5% | -43.2% | -7.1% |
| YTD | +14.4% | +38.0% | -23.6% | +12.6% |
| 1Y | +8.7% | +46.5% | -37.8% | +6.5% |
| 3Y | +30.0% | +2.5% | +27.5% | +28.2% |
| 5Y | +28.4% | -65.3% | +93.6% | +30.1% |
| 10Y | +50.1% | +451.6% | -401.5% | +31.0% |
| All | +65.9% | +146.8% | -80.9% | +48.4% |
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