+142.7%
ETSY vs CG
+189.6%
-46.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.2% | -2.7% | -3.7% |
| 7D | -10.9% | -1.3% | -9.7% | -10.2% |
| 30D | -14.9% | -3.2% | -11.7% | -13.6% |
| 3M | +5.8% | +6.2% | -0.4% | +1.1% |
| 6M | +29.1% | -4.7% | +33.8% | +30.1% |
| YTD | +31.3% | -20.6% | +52.0% | +45.6% |
| 1Y | +25.1% | -26.4% | +51.5% | +44.1% |
| 3Y | +8.5% | +55.4% | -46.9% | -24.1% |
| 5Y | -66.1% | +9.8% | -75.9% | -71.2% |
| 10Y | +410.3% | +341.4% | +68.9% | +104.9% |
| All | +142.7% | +189.6% | -46.9% | +2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling