+51.2%
CME vs ETSY
+6.4%
+44.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -2.4% | -12.7% | +10.4% | -2.5% |
| 30D | +6.2% | -9.9% | +16.1% | +6.1% |
| 3M | +4.4% | +4.2% | +0.2% | +4.5% |
| 6M | -9.6% | +34.2% | -43.8% | -9.6% |
| YTD | +3.8% | +29.1% | -25.4% | +3.7% |
| 1Y | +9.5% | +23.8% | -14.3% | +9.7% |
| All | +51.2% | +6.4% | +44.9% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling