-3.3%
CMS vs ETSY
+42.4%
-45.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.4% | -0.4% |
| 7D | -1.1% | -8.2% | +7.1% | -0.5% |
| 30D | +6.6% | +14.8% | -8.3% | +5.3% |
| 3M | +0.8% | +11.2% | -10.3% | -0.3% |
| 6M | -3.3% | +47.6% | -50.9% | -3.2% |
| All | -3.3% | +42.4% | -45.7% | -3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling