-67.6%
ETSY vs CPB
-34.3%
-33.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | -3.5% | -5.8% | +2.3% | -2.6% |
| 30D | +11.4% | +16.5% | -5.1% | +8.9% |
| 3M | +10.9% | -1.1% | +12.0% | +10.7% |
| 6M | +53.5% | +11.5% | +42.0% | +51.4% |
| YTD | +59.3% | -15.7% | +75.0% | +60.9% |
| 1Y | +38.2% | -24.7% | +62.8% | +41.2% |
| 3Y | +39.6% | -37.3% | +76.9% | +45.1% |
| 5Y | -67.6% | -35.0% | -32.5% | -61.5% |
| All | -67.6% | -34.3% | -33.2% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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