+199.8%
ETSY vs CF
+187.2%
+12.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.9% |
| 7D | +1.1% | -3.2% | +4.3% | +1.6% |
| 30D | +25.8% | +4.3% | +21.5% | +24.3% |
| 3M | +9.3% | +2.8% | +6.5% | +7.9% |
| 6M | +38.4% | +0.6% | +37.8% | +36.0% |
| YTD | +62.2% | +56.6% | +5.6% | +40.7% |
| 1Y | +58.3% | +49.6% | +8.7% | +38.8% |
| 3Y | +42.6% | +61.5% | -18.9% | +20.2% |
| 5Y | -65.4% | +124.0% | -189.4% | -74.3% |
| 10Y | +685.4% | +573.2% | +112.2% | +303.7% |
| All | +199.8% | +187.2% | +12.5% | +127.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling