+194.8%
ETSY vs CF
+187.0%
+7.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -4.3% | -0.9% | -3.5% | -4.3% |
| 30D | +15.3% | +6.9% | +8.4% | +13.4% |
| 3M | +3.4% | +4.8% | -1.5% | +1.7% |
| 6M | +37.4% | +4.7% | +32.7% | +33.8% |
| YTD | +59.5% | +56.5% | +3.0% | +38.4% |
| 1Y | +49.7% | +48.4% | +1.3% | +31.4% |
| 3Y | +42.6% | +59.1% | -16.6% | +20.7% |
| 5Y | -65.8% | +109.5% | -175.3% | -74.1% |
| 10Y | +677.8% | +487.0% | +190.9% | +313.7% |
| All | +194.8% | +187.0% | +7.8% | +123.3% |
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