-5.1%
COF vs ETSY
+60.7%
-65.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.1% | -8.2% | -2.4% |
| 7D | +0.7% | +4.2% | -3.5% | -0.1% |
| 30D | +5.7% | +35.8% | -30.0% | -0.5% |
| 3M | -6.7% | +11.4% | -18.1% | -8.9% |
| 6M | +9.5% | +50.3% | -40.8% | -0.5% |
| YTD | -13.9% | +73.6% | -87.5% | -23.6% |
| 1Y | -5.1% | +65.2% | -70.2% | -14.6% |
| All | -5.1% | +60.7% | -65.8% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling