+180.7%
COP vs ETSY
+146.8%
+33.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.7% | +5.7% | -0.6% |
| 7D | +3.0% | -8.5% | +11.5% | +3.7% |
| 30D | +17.5% | -10.9% | +28.4% | +18.4% |
| 3M | +13.4% | +14.1% | -0.8% | +11.8% |
| 6M | +17.7% | +37.5% | -19.7% | +14.1% |
| YTD | +46.6% | +38.0% | +8.6% | +41.6% |
| 1Y | +44.6% | +46.5% | -1.9% | +38.1% |
| 3Y | +20.7% | +2.5% | +18.2% | +16.9% |
| 5Y | +185.0% | -65.3% | +250.3% | +193.5% |
| 10Y | +347.0% | +451.6% | -104.6% | +216.2% |
| All | +180.7% | +146.8% | +33.9% | +89.9% |
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