+967.1%
CI vs ENTG
+1,131.8%
-164.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -3.0% |
| 7D | -1.6% | -17.1% | +15.6% | +1.1% |
| 30D | +5.4% | -23.0% | +28.4% | +8.9% |
| 3M | +7.3% | -10.2% | +17.5% | +7.5% |
| 6M | +5.3% | -17.8% | +23.1% | +4.7% |
| YTD | +8.5% | +52.4% | -43.9% | -3.6% |
| 1Y | +17.1% | +49.8% | -32.7% | +4.0% |
| 3Y | +1.4% | +42.1% | -40.7% | -13.7% |
| 5Y | +50.5% | -10.2% | +60.7% | +32.3% |
| 10Y | +168.5% | +756.0% | -587.5% | +52.1% |
| All | +967.1% | +1,131.8% | -164.8% | +311.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling