+410.3%
ETSY vs CF
+589.1%
-178.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.7% | -5.6% | -5.0% |
| 7D | -10.9% | -0.9% | -10.0% | -10.7% |
| 30D | -14.9% | +18.1% | -33.0% | -17.9% |
| 3M | +5.8% | +23.4% | -17.6% | +0.8% |
| 6M | +29.1% | +17.1% | +12.0% | +22.0% |
| YTD | +31.3% | +76.2% | -44.9% | +12.0% |
| 1Y | +25.1% | +62.3% | -37.1% | +8.7% |
| 3Y | +8.5% | +71.8% | -63.3% | -8.8% |
| 5Y | -66.1% | +234.6% | -300.6% | -77.2% |
| 10Y | +410.3% | +574.3% | -164.0% | +181.9% |
| All | +410.3% | +589.1% | -178.8% | +181.9% |
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