+23.6%
CMS vs ETSY
-66.8%
+90.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.8% |
| 7D | +0.2% | -12.9% | +13.0% | +0.7% |
| 30D | -1.3% | -11.5% | +10.2% | -0.9% |
| 3M | -5.4% | +3.5% | -8.9% | -5.6% |
| 6M | -10.3% | +27.6% | -38.0% | -11.4% |
| YTD | -0.2% | +28.4% | -28.6% | -1.5% |
| 1Y | -0.9% | +27.1% | -27.9% | -2.4% |
| 3Y | +34.0% | +6.0% | +27.9% | +31.9% |
| 5Y | +23.6% | -67.1% | +90.7% | +16.5% |
| All | +23.6% | -66.8% | +90.3% | +16.5% |
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 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