+144.7%
ETSY vs CLBK
+65.5%
+79.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -4.9% | -1.5% | -3.4% | -4.5% |
| 30D | -8.6% | -1.0% | -7.6% | -8.3% |
| 3M | +4.8% | +22.9% | -18.1% | -2.1% |
| 6M | +38.1% | +44.2% | -6.1% | +22.6% |
| YTD | +31.2% | +64.0% | -32.7% | +11.6% |
| 1Y | +22.1% | +65.7% | -43.6% | +3.2% |
| 3Y | +12.2% | +54.1% | -41.8% | -4.5% |
| 5Y | -66.5% | +44.7% | -111.2% | -71.8% |
| All | +144.7% | +65.5% | +79.3% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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