-65.8%
ETSY vs CRS
+1,363.4%
-1,429.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.8% | +2.0% |
| 7D | -4.9% | -6.8% | +1.9% | -3.0% |
| 30D | -8.6% | -16.1% | +7.5% | -4.1% |
| 3M | +4.8% | -21.2% | +26.0% | +11.2% |
| 6M | +38.1% | +8.7% | +29.4% | +31.1% |
| YTD | +31.2% | +41.0% | -9.7% | +13.8% |
| 1Y | +22.1% | +82.7% | -60.6% | -4.9% |
| 3Y | +12.2% | +604.8% | -592.5% | -52.9% |
| All | -65.8% | +1,363.4% | -1,429.2% | -89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling