-65.8%
ETSY vs CHD
+20.9%
-86.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -4.9% | -4.5% | -0.4% | -3.5% |
| 30D | -8.6% | -6.7% | -1.9% | -6.6% |
| 3M | +4.8% | -2.7% | +7.5% | +5.8% |
| 6M | +38.1% | -4.9% | +43.0% | +40.2% |
| YTD | +31.2% | +13.3% | +17.9% | +25.4% |
| 1Y | +22.1% | +1.0% | +21.1% | +21.2% |
| 3Y | +12.2% | +1.3% | +10.9% | +10.0% |
| All | -65.8% | +20.9% | -86.7% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 5y: compounded portfolio wealth divided by compounded CHD 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…
5y analysis · Full analysis span regression · 6 months rolling