+194.3%
ETSY vs CDW
+416.7%
-222.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -3.5% | +9.1% | -12.6% | -8.0% |
| 30D | +11.4% | +13.7% | -2.3% | +3.7% |
| 3M | +10.9% | +27.0% | -16.2% | -3.7% |
| 6M | +53.5% | +75.9% | -22.4% | +8.5% |
| YTD | +59.3% | +28.9% | +30.4% | +30.6% |
| 1Y | +38.2% | +19.6% | +18.5% | +18.3% |
| 3Y | +39.6% | -14.6% | +54.2% | +39.3% |
| 5Y | -67.6% | -3.2% | -64.4% | -70.0% |
| 10Y | +653.3% | +321.3% | +332.0% | +184.2% |
| All | +194.3% | +416.7% | -222.4% | +2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling