+41.9%
CI vs ENTG
+18.8%
+23.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -1.9% |
| 7D | -2.0% | +8.9% | -11.0% | -2.2% |
| 30D | -1.8% | -7.2% | +5.4% | -1.7% |
| 3M | -4.2% | +6.4% | -10.6% | -5.0% |
| 6M | +2.7% | +25.7% | -23.0% | +0.7% |
| YTD | +1.9% | +67.9% | -65.9% | -1.5% |
| 1Y | -6.3% | +72.4% | -78.6% | -9.6% |
| 3Y | +3.9% | +48.4% | -44.6% | -1.2% |
| 5Y | +41.9% | +20.1% | +21.8% | +34.3% |
| All | +41.9% | +18.8% | +23.1% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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