+78.7%
CME vs ETSY
-67.3%
+146.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -2.4% | -12.7% | +10.4% | -1.9% |
| 30D | +6.2% | -9.9% | +16.1% | +6.6% |
| 3M | +4.4% | +4.2% | +0.2% | +4.1% |
| 6M | -9.6% | +34.2% | -43.8% | -10.9% |
| YTD | +3.8% | +29.1% | -25.4% | +2.3% |
| 1Y | +9.5% | +23.8% | -14.3% | +7.9% |
| 3Y | +51.9% | +6.6% | +45.3% | +49.4% |
| 5Y | +78.7% | -67.0% | +145.7% | +84.7% |
| All | +78.7% | -67.3% | +146.0% | +84.7% |
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 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