+137.3%
ETSY vs CRS
+1,256.9%
-1,119.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -12.9% | -0.5% | -12.3% | -12.8% |
| 30D | -11.5% | -18.1% | +6.6% | -6.9% |
| 3M | +3.5% | -12.4% | +16.0% | +6.3% |
| 6M | +27.6% | +15.9% | +11.7% | +20.2% |
| YTD | +28.4% | +45.8% | -17.4% | +13.1% |
| 1Y | +27.1% | +87.8% | -60.7% | +2.7% |
| 3Y | +6.0% | +648.7% | -642.7% | -44.9% |
| 5Y | -67.1% | +1,416.6% | -1,483.8% | -86.2% |
| 10Y | +421.9% | +1,412.7% | -990.8% | +84.8% |
| All | +137.3% | +1,256.9% | -1,119.6% | -21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling