+921.2%
CI vs ENTG
+1,234.5%
-313.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.2% | -7.5% | -2.3% |
| 7D | +1.3% | +2.8% | -1.5% | +0.8% |
| 30D | +4.4% | -4.7% | +9.1% | +4.9% |
| 3M | +0.7% | -0.7% | +1.4% | -1.6% |
| 6M | +0.3% | +7.7% | -7.4% | -3.9% |
| YTD | +3.8% | +65.1% | -61.3% | -7.9% |
| 1Y | -5.5% | +74.8% | -80.3% | -17.6% |
| 3Y | +8.1% | +36.9% | -28.8% | -6.4% |
| 5Y | +42.8% | +16.1% | +26.7% | +21.1% |
| 10Y | +143.9% | +740.3% | -596.5% | +40.2% |
| All | +921.2% | +1,234.5% | -313.3% | +292.9% |
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