+424.6%
ETSY vs CG
+314.7%
+109.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.6% |
| 7D | -4.9% | -9.9% | +5.0% | +0.6% |
| 30D | -8.6% | -11.7% | +3.0% | -2.6% |
| 3M | +4.8% | -4.3% | +9.1% | +5.9% |
| 6M | +38.1% | -8.8% | +46.9% | +42.3% |
| YTD | +31.2% | -26.9% | +58.1% | +52.2% |
| 1Y | +22.1% | -35.4% | +57.5% | +51.2% |
| 3Y | +12.2% | +43.0% | -30.8% | -18.8% |
| 5Y | -66.5% | +1.9% | -68.4% | -70.6% |
| All | +424.6% | +314.7% | +109.9% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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