+12.2%
ETSY vs CRS
+612.2%
-600.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.8% | +1.8% |
| 7D | -4.9% | -6.8% | +1.9% | -3.8% |
| 30D | -8.6% | -16.1% | +7.5% | -6.2% |
| 3M | +4.8% | -21.2% | +26.0% | +8.3% |
| 6M | +38.1% | +8.7% | +29.4% | +33.9% |
| YTD | +31.2% | +41.0% | -9.7% | +20.5% |
| 1Y | +22.1% | +82.7% | -60.6% | +5.3% |
| 3Y | +12.2% | +604.8% | -592.5% | -30.6% |
| All | +12.2% | +612.2% | -600.0% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 3y: compounded portfolio wealth divided by compounded CRS 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…
3y analysis · Full analysis span regression · 6 months rolling