+53.4%
CL vs ENTG
+761.6%
-708.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.5% |
| 7D | -1.4% | +8.9% | -10.3% | -1.7% |
| 30D | -5.2% | -7.2% | +2.0% | -5.0% |
| 3M | +3.3% | +6.4% | -3.1% | +2.2% |
| 6M | -4.4% | +25.7% | -30.0% | -6.6% |
| YTD | +13.9% | +67.9% | -53.9% | +9.0% |
| 1Y | +7.6% | +72.4% | -64.7% | +2.2% |
| 3Y | +29.6% | +48.4% | -18.9% | +21.4% |
| 5Y | +28.1% | +20.1% | +8.0% | +18.8% |
| 10Y | +53.4% | +768.1% | -714.8% | +9.3% |
| All | +53.4% | +761.6% | -708.2% | +9.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling