+274.2%
CME vs ETSY
+431.9%
-157.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.5% |
| 7D | -1.6% | -4.9% | +3.3% | -1.3% |
| 30D | +5.6% | -8.6% | +14.2% | +6.0% |
| 3M | +5.6% | +4.8% | +0.8% | +5.2% |
| 6M | -8.3% | +38.1% | -46.4% | -10.1% |
| YTD | +4.3% | +31.2% | -26.9% | +2.3% |
| 1Y | +9.1% | +22.1% | -13.0% | +7.1% |
| 3Y | +52.1% | +12.2% | +39.8% | +48.1% |
| 5Y | +79.7% | -66.5% | +146.1% | +84.7% |
| All | +274.2% | +431.9% | -157.6% | +215.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling