+155.0%
ETSY vs CP
+167.6%
-12.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.3% | -7.1% | -6.9% |
| 7D | -8.5% | -2.7% | -5.8% | -7.3% |
| 30D | -10.9% | +0.2% | -11.1% | -11.1% |
| 3M | +14.1% | +2.6% | +11.5% | +12.3% |
| 6M | +37.5% | +6.0% | +31.5% | +32.2% |
| YTD | +38.0% | +24.9% | +13.1% | +21.5% |
| 1Y | +46.5% | +20.1% | +26.4% | +31.6% |
| 3Y | +2.5% | +16.4% | -13.9% | -8.3% |
| 5Y | -65.3% | +31.7% | -97.0% | -71.0% |
| 10Y | +451.6% | +223.9% | +227.8% | +181.6% |
| All | +155.0% | +167.6% | -12.6% | +10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling