+424.6%
ETSY vs CDW
+300.6%
+124.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.8% | -6.2% | -2.5% |
| 7D | -4.9% | +0.9% | -5.8% | -5.5% |
| 30D | -8.6% | +13.1% | -21.7% | -15.1% |
| 3M | +4.8% | +19.7% | -14.9% | -7.1% |
| 6M | +38.1% | +30.7% | +7.4% | +12.2% |
| YTD | +31.2% | +14.7% | +16.5% | +15.1% |
| 1Y | +22.1% | -5.3% | +27.4% | +19.2% |
| 3Y | +12.2% | -23.8% | +36.1% | +19.8% |
| 5Y | -66.5% | -16.8% | -49.7% | -66.3% |
| All | +424.6% | +300.6% | +124.0% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling