+155.0%
ETSY vs CDW
+355.7%
-200.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.0% | -5.7% | -6.2% |
| 7D | -8.5% | +3.2% | -11.6% | -10.0% |
| 30D | -10.9% | +9.3% | -20.2% | -15.8% |
| 3M | +14.1% | +9.8% | +4.3% | +6.1% |
| 6M | +37.5% | +23.3% | +14.1% | +15.8% |
| YTD | +38.0% | +13.7% | +24.4% | +21.7% |
| 1Y | +46.5% | -6.5% | +53.0% | +43.9% |
| 3Y | +2.5% | -25.2% | +27.8% | +10.6% |
| 5Y | -65.3% | -19.5% | -45.8% | -64.4% |
| 10Y | +451.6% | +285.8% | +165.8% | +119.5% |
| All | +155.0% | +355.7% | -200.6% | -4.0% |
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