+40.8%
ETSY vs CF
+68.9%
-28.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -1.0% | +4.8% | -5.8% | -1.2% |
| 30D | +7.3% | +4.7% | +2.6% | +7.2% |
| 3M | +10.3% | +7.4% | +2.9% | +10.0% |
| 6M | +55.1% | +0.6% | +54.5% | +55.3% |
| YTD | +60.5% | +64.1% | -3.6% | +42.0% |
| 1Y | +52.2% | +51.4% | +0.8% | +37.4% |
| 3Y | +40.8% | +67.8% | -27.0% | +15.2% |
| All | +40.8% | +68.9% | -28.1% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling