+144.9%
ETSY vs CLBK
+66.9%
+78.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.2% | -4.6% |
| 7D | -10.9% | +1.1% | -12.1% | -11.2% |
| 30D | -14.9% | +7.8% | -22.7% | -16.9% |
| 3M | +5.8% | +23.9% | -18.1% | -1.4% |
| 6M | +29.1% | +42.3% | -13.2% | +15.1% |
| YTD | +31.3% | +65.4% | -34.0% | +11.4% |
| 1Y | +25.1% | +70.3% | -45.2% | +4.8% |
| 3Y | +8.5% | +54.5% | -46.0% | -7.8% |
| 5Y | -66.1% | +43.1% | -109.2% | -71.4% |
| All | +144.9% | +66.9% | +78.0% | +95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling