-67.1%
ETSY vs CPB
-38.1%
-29.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | -12.9% | -8.0% | -4.9% | -12.1% |
| 30D | -11.5% | -2.4% | -9.0% | -11.2% |
| 3M | +3.5% | +0.5% | +3.0% | +3.5% |
| 6M | +27.6% | -10.5% | +38.1% | +28.7% |
| YTD | +28.4% | -17.5% | +45.9% | +30.2% |
| 1Y | +27.1% | -31.0% | +58.1% | +30.8% |
| 3Y | +6.0% | -40.6% | +46.7% | +10.1% |
| 5Y | -67.1% | -37.7% | -29.4% | -61.7% |
| All | -67.1% | -38.1% | -29.0% | -61.7% |
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