-70.0%
CPNG vs ETSY
-66.9%
-3.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.4% |
| 7D | -7.6% | -12.9% | +5.3% | -3.2% |
| 30D | -8.8% | -11.5% | +2.6% | -5.2% |
| 3M | -7.2% | +3.5% | -10.8% | -9.4% |
| 6M | -21.5% | +27.6% | -49.2% | -29.7% |
| YTD | -37.4% | +28.4% | -65.8% | -44.7% |
| 1Y | -54.3% | +27.1% | -81.4% | -60.7% |
| 3Y | -20.3% | +6.0% | -26.4% | -32.7% |
| 5Y | -51.2% | -67.1% | +15.9% | -42.0% |
| All | -70.0% | -66.9% | -3.1% | -64.6% |
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 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