+137.3%
ETSY vs CHD
+158.2%
-20.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.8% |
| 7D | -12.9% | -4.2% | -8.7% | -11.6% |
| 30D | -11.5% | -7.6% | -3.9% | -9.0% |
| 3M | +3.5% | -1.6% | +5.1% | +4.2% |
| 6M | +27.6% | -6.3% | +33.9% | +30.3% |
| YTD | +28.4% | +14.6% | +13.8% | +21.7% |
| 1Y | +27.1% | +1.6% | +25.5% | +25.5% |
| 3Y | +6.0% | +3.1% | +2.9% | +2.9% |
| 5Y | -67.1% | +21.1% | -88.2% | -70.4% |
| 10Y | +421.9% | +128.6% | +293.3% | +297.7% |
| All | +137.3% | +158.2% | -20.9% | +70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling