+206.9%
COF vs ETSY
+130.9%
+76.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -1.9% |
| 7D | -6.1% | -12.7% | +6.7% | -4.0% |
| 30D | -5.2% | -9.9% | +4.8% | -3.7% |
| 3M | +17.0% | +4.2% | +12.8% | +15.8% |
| 6M | +12.9% | +34.2% | -21.3% | +6.8% |
| YTD | -13.5% | +29.1% | -42.7% | -17.9% |
| 1Y | -5.9% | +23.8% | -29.7% | -10.7% |
| 3Y | +117.1% | +6.6% | +110.5% | +105.7% |
| 5Y | +45.4% | -67.0% | +112.4% | +54.9% |
| 10Y | +244.1% | +424.9% | -180.8% | +147.0% |
| All | +206.9% | +130.9% | +76.0% | +115.2% |
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 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