-66.4%
ETSY vs CP
+31.5%
-97.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -4.6% |
| 7D | -10.9% | +2.4% | -13.4% | -12.0% |
| 30D | -14.9% | -0.5% | -14.3% | -14.8% |
| 3M | +5.8% | +1.4% | +4.4% | +4.6% |
| 6M | +29.1% | +10.3% | +18.8% | +21.3% |
| YTD | +31.3% | +24.3% | +7.1% | +14.8% |
| 1Y | +25.1% | +20.4% | +4.7% | +11.3% |
| 3Y | +8.5% | +21.8% | -13.3% | -7.5% |
| All | -66.4% | +31.5% | -97.9% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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