+653.5%
ETSY vs CF
+494.2%
+159.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.7% |
| 7D | -3.7% | +4.8% | -8.5% | -4.8% |
| 30D | +12.8% | +9.7% | +3.1% | +10.4% |
| 3M | +7.6% | +1.2% | +6.3% | +6.8% |
| 6M | +34.4% | +7.4% | +27.0% | +30.3% |
| YTD | +56.0% | +60.5% | -4.5% | +34.6% |
| 1Y | +43.6% | +50.7% | -7.2% | +25.8% |
| 3Y | +36.8% | +64.8% | -28.0% | +14.8% |
| 5Y | -65.2% | +115.8% | -181.0% | -74.0% |
| 10Y | +653.5% | +481.0% | +172.5% | +318.4% |
| All | +653.5% | +494.2% | +159.3% | +318.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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