+196.7%
ETSY vs CDW
+413.3%
-216.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | -1.0% | +9.3% | -10.4% | -5.7% |
| 30D | +7.3% | +14.4% | -7.0% | -0.3% |
| 3M | +10.3% | +21.4% | -11.1% | -1.8% |
| 6M | +55.1% | +72.8% | -17.7% | +10.6% |
| YTD | +60.5% | +28.0% | +32.5% | +32.1% |
| 1Y | +52.2% | +19.3% | +32.8% | +30.4% |
| 3Y | +40.8% | -15.3% | +56.1% | +41.1% |
| 5Y | -67.3% | -3.8% | -63.5% | -69.6% |
| 10Y | +659.4% | +318.5% | +340.9% | +187.5% |
| All | +196.7% | +413.3% | -216.6% | +4.1% |
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