+271.1%
CRM vs ETSY
+134.7%
+136.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.6% |
| 7D | -4.4% | -4.9% | +0.5% | -3.4% |
| 30D | +28.1% | -8.6% | +36.8% | +30.7% |
| 3M | +48.8% | +4.8% | +44.0% | +46.9% |
| 6M | +28.3% | +38.1% | -9.8% | +18.8% |
| YTD | -6.0% | +31.2% | -37.3% | -12.4% |
| 1Y | +1.4% | +22.1% | -20.7% | -5.1% |
| 3Y | +11.8% | +12.2% | -0.4% | +2.2% |
| 5Y | -2.0% | -66.5% | +64.5% | +9.3% |
| 10Y | +239.6% | +433.4% | -193.8% | +134.6% |
| All | +271.1% | +134.7% | +136.4% | +137.9% |
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