-65.8%
ETSY vs CNI
+12.6%
-78.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.1% |
| 7D | -4.9% | -0.4% | -4.5% | -4.7% |
| 30D | -8.6% | -2.7% | -5.9% | -7.2% |
| 3M | +4.8% | +3.9% | +0.9% | +1.8% |
| 6M | +38.1% | +16.4% | +21.7% | +22.6% |
| YTD | +31.2% | +25.8% | +5.4% | +9.5% |
| 1Y | +22.1% | +32.4% | -10.3% | -2.0% |
| 3Y | +12.2% | +19.1% | -6.8% | -6.1% |
| All | -65.8% | +12.6% | -78.4% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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