+196.7%
ETSY vs CRL
+330.3%
-133.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.2% |
| 7D | -1.0% | +0.1% | -1.2% | -1.2% |
| 30D | +7.3% | +11.9% | -4.6% | -0.3% |
| 3M | +10.3% | +20.2% | -9.8% | -2.1% |
| 6M | +55.1% | +107.5% | -52.5% | +0.8% |
| YTD | +60.5% | +69.4% | -8.9% | +14.6% |
| 1Y | +52.2% | +99.7% | -47.5% | -1.0% |
| 3Y | +40.8% | +98.8% | -58.0% | -19.7% |
| 5Y | -67.3% | -12.4% | -54.9% | -68.7% |
| 10Y | +659.4% | +352.9% | +306.5% | +162.9% |
| All | +196.7% | +330.3% | -133.6% | +0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling