+47.7%
CI vs ENTG
-10.4%
+58.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -2.6% |
| 7D | -1.6% | -17.1% | +15.6% | -1.3% |
| 30D | +5.4% | -23.0% | +28.4% | +5.8% |
| 3M | +7.3% | -10.2% | +17.5% | +7.2% |
| 6M | +5.3% | -17.8% | +23.1% | +5.2% |
| YTD | +8.5% | +52.4% | -43.9% | +5.0% |
| 1Y | +17.1% | +49.8% | -32.7% | +13.3% |
| 3Y | +1.4% | +42.1% | -40.7% | -3.7% |
| All | +47.7% | -10.4% | +58.1% | +44.8% |
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