+8.3%
ETSY vs CART
+11.0%
-2.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.8% |
| 7D | -12.9% | -9.5% | -3.4% | -11.4% |
| 30D | -11.5% | -7.8% | -3.7% | -10.2% |
| 3M | +3.5% | +10.4% | -6.9% | +2.1% |
| 6M | +27.6% | +20.1% | +7.6% | +24.1% |
| YTD | +28.4% | +3.7% | +24.7% | +26.8% |
| 1Y | +27.1% | +2.6% | +24.5% | +24.9% |
| All | +8.3% | +11.0% | -2.8% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 5y: compounded portfolio wealth divided by compounded CART 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…
5y analysis · Full analysis span regression · 6 months rolling