-67.0%
ETSY vs CRL
-38.6%
-28.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.4% |
| 7D | -12.7% | -6.9% | -5.8% | -10.0% |
| 30D | -9.9% | -3.2% | -6.7% | -8.8% |
| 3M | +4.2% | +46.5% | -42.4% | -12.5% |
| 6M | +34.2% | +63.1% | -28.9% | +5.8% |
| YTD | +29.1% | +36.9% | -7.7% | +10.1% |
| 1Y | +23.8% | +78.1% | -54.3% | -6.8% |
| 3Y | +6.6% | +36.7% | -30.0% | -16.3% |
| 5Y | -67.0% | -38.1% | -28.9% | -61.6% |
| All | -67.0% | -38.6% | -28.4% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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