+379.7%
CME vs ETSY
+146.8%
+232.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.7% | +6.5% | +0.1% |
| 7D | -1.6% | -8.5% | +6.9% | -1.2% |
| 30D | +6.2% | -10.9% | +17.1% | +6.8% |
| 3M | +10.4% | +14.1% | -3.7% | +9.6% |
| 6M | -9.5% | +37.5% | -47.0% | -11.3% |
| YTD | +6.0% | +38.0% | -32.0% | +3.8% |
| 1Y | +9.3% | +46.5% | -37.3% | +6.3% |
| 3Y | +57.7% | +2.5% | +55.1% | +54.7% |
| 5Y | +77.7% | -65.3% | +143.0% | +81.6% |
| 10Y | +281.2% | +451.6% | -170.4% | +222.5% |
| All | +379.7% | +146.8% | +232.9% | +302.0% |
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