+73.4%
CL vs ENTG
+737.3%
-663.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.7% | -2.2% |
| 7D | +1.3% | -17.1% | +18.4% | +1.9% |
| 30D | +11.4% | -23.0% | +34.4% | +12.2% |
| 3M | +4.4% | -10.2% | +14.6% | +4.4% |
| 6M | +10.8% | -17.8% | +28.5% | +10.6% |
| YTD | +25.1% | +52.4% | -27.2% | +19.9% |
| 1Y | +28.0% | +49.8% | -21.8% | +22.6% |
| 3Y | +37.6% | +42.1% | -4.5% | +28.6% |
| 5Y | +39.7% | -10.2% | +49.9% | +33.7% |
| All | +73.4% | +737.3% | -663.9% | +31.7% |
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