+155.0%
ETSY vs CPB
-32.9%
+188.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.4% | -3.3% | -6.2% |
| 7D | -8.5% | -8.6% | +0.1% | -7.3% |
| 30D | -10.9% | -7.2% | -3.6% | -9.9% |
| 3M | +14.1% | +0.9% | +13.2% | +14.0% |
| 6M | +37.5% | -11.8% | +49.3% | +39.7% |
| YTD | +38.0% | -19.4% | +57.4% | +41.7% |
| 1Y | +46.5% | -30.4% | +76.9% | +53.4% |
| 3Y | +2.5% | -40.2% | +42.7% | +8.8% |
| 5Y | -65.3% | -39.5% | -25.8% | -63.6% |
| 10Y | +451.6% | -47.4% | +499.0% | +494.1% |
| All | +155.0% | -32.9% | +188.0% | +123.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling