-47.0%
CLF vs ETSY
-66.4%
+19.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.8% | +3.1% | -0.3% |
| 7D | +6.5% | -10.9% | +17.4% | +9.9% |
| 30D | +0.2% | -14.9% | +15.1% | +4.5% |
| 3M | -3.1% | +5.8% | -8.9% | -5.7% |
| 6M | +25.0% | +29.1% | -4.1% | +14.0% |
| YTD | -7.5% | +31.3% | -38.8% | -16.7% |
| 1Y | +11.5% | +25.1% | -13.6% | +1.0% |
| 3Y | -13.7% | +8.5% | -22.2% | -22.2% |
| 5Y | -47.0% | -66.1% | +19.1% | -45.2% |
| All | -47.0% | -66.4% | +19.5% | -45.2% |
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