+187.2%
CMS vs ETSY
+185.0%
+2.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.4% | -0.3% |
| 7D | -1.1% | -8.2% | +7.1% | -0.8% |
| 30D | +6.6% | +14.8% | -8.3% | +5.9% |
| 3M | +0.8% | +11.2% | -10.3% | +0.3% |
| 6M | -3.3% | +47.6% | -50.9% | -4.9% |
| YTD | +2.7% | +59.4% | -56.6% | +0.4% |
| 1Y | -4.0% | +38.6% | -42.6% | -5.7% |
| 3Y | +37.6% | +39.7% | -2.1% | +34.0% |
| 5Y | +35.4% | -65.1% | +100.6% | +36.7% |
| 10Y | +136.0% | +653.8% | -517.8% | +107.9% |
| All | +187.2% | +185.0% | +2.2% | +150.9% |
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