+116.0%
CMS vs ETSY
+431.9%
-315.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.9% |
| 7D | -1.9% | -4.9% | +3.0% | -1.7% |
| 30D | -4.1% | -8.6% | +4.5% | -3.8% |
| 3M | -7.1% | +4.8% | -11.9% | -7.4% |
| 6M | -10.1% | +38.1% | -48.1% | -11.6% |
| YTD | -1.7% | +31.2% | -33.0% | -3.3% |
| 1Y | -3.4% | +22.1% | -25.5% | -4.9% |
| 3Y | +31.6% | +12.2% | +19.3% | +28.9% |
| 5Y | +23.3% | -66.5% | +89.8% | +24.9% |
| All | +116.0% | +431.9% | -315.8% | +82.6% |
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