+196.7%
ETSY vs CPB
-27.7%
+224.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | +0.3% |
| 7D | -1.0% | -1.6% | +0.5% | -0.8% |
| 30D | +7.3% | +19.2% | -11.9% | +4.4% |
| 3M | +10.3% | -0.9% | +11.3% | +10.2% |
| 6M | +55.1% | +15.2% | +39.8% | +51.7% |
| YTD | +60.5% | -13.1% | +73.6% | +62.7% |
| 1Y | +52.2% | -22.4% | +74.6% | +56.7% |
| 3Y | +40.8% | -35.3% | +76.1% | +47.6% |
| 5Y | -67.3% | -33.0% | -34.3% | -66.2% |
| 10Y | +659.4% | -39.2% | +698.5% | +692.5% |
| All | +196.7% | -27.7% | +224.3% | +156.7% |
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 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