+242.0%
COF vs ETSY
+431.9%
-189.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.1% | +0.3% |
| 7D | -5.1% | -4.9% | -0.2% | -4.3% |
| 30D | -6.0% | -8.6% | +2.6% | -4.6% |
| 3M | +14.8% | +4.8% | +10.0% | +13.4% |
| 6M | +15.3% | +38.1% | -22.8% | +7.7% |
| YTD | -13.0% | +31.2% | -44.3% | -18.3% |
| 1Y | -5.7% | +22.1% | -27.8% | -11.0% |
| 3Y | +118.1% | +12.2% | +105.9% | +102.9% |
| 5Y | +46.2% | -66.5% | +112.7% | +56.9% |
| All | +242.0% | +431.9% | -189.9% | +123.8% |
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