+31.6%
ETSY vs CAI
-9.9%
+41.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.5% |
| 7D | -4.9% | -2.9% | -2.0% | -4.7% |
| 30D | -8.6% | +9.3% | -18.0% | -9.4% |
| 3M | +4.8% | +35.2% | -30.4% | +1.9% |
| 6M | +38.1% | +30.7% | +7.4% | +33.4% |
| YTD | +31.2% | -9.8% | +41.0% | +32.4% |
| 1Y | +22.1% | -28.9% | +51.0% | +23.9% |
| All | +31.6% | -9.9% | +41.4% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 3y: compounded portfolio wealth divided by compounded CAI 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…
3y analysis · Full analysis span regression · 6 months rolling