+34.2%
ETSY vs COPX
+7.1%
+27.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.0% | +7.6% | +0.9% |
| 7D | -12.7% | -2.9% | -9.8% | -12.6% |
| 30D | -9.9% | 0.0% | -9.9% | -10.0% |
| 3M | +4.2% | +14.8% | -10.6% | +2.5% |
| 6M | +34.2% | +7.0% | +27.1% | +33.0% |
| All | +34.2% | +7.1% | +27.1% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 6mo: compounded portfolio wealth divided by compounded COPX 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…
6mo analysis · Full analysis span regression · 6 months rolling