-65.8%
ETSY vs CLBK
+43.5%
-109.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.8% |
| 6M | +38.1% | +44.2% | -6.1% | +23.2% |
| YTD | +31.2% | +64.0% | -32.7% | +12.4% |
| 1Y | +22.1% | +65.7% | -43.6% | +4.0% |
| 3Y | +12.2% | +54.1% | -41.8% | -3.8% |
| All | -65.8% | +43.5% | -109.2% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling