-67.4%
ETSY vs CASY
+266.7%
-334.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | -1.0% | +3.6% | -4.6% | -2.0% |
| 30D | +7.3% | +9.1% | -1.7% | +4.6% |
| 3M | +10.3% | -16.5% | +26.8% | +15.7% |
| 6M | +55.1% | -19.7% | +74.8% | +63.4% |
| YTD | +60.5% | +29.3% | +31.3% | +39.1% |
| 1Y | +52.2% | +33.1% | +19.1% | +30.0% |
| 3Y | +40.8% | +158.5% | -117.7% | -15.3% |
| All | -67.4% | +266.7% | -334.0% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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