+86.4%
CL vs ENTG
+796.8%
-710.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.3% | -11.4% | -0.5% |
| 7D | -0.8% | +7.9% | -8.7% | -1.1% |
| 30D | +9.5% | -3.6% | +13.1% | +9.5% |
| 3M | +6.8% | +2.7% | +4.0% | +6.3% |
| 6M | +14.3% | +3.6% | +10.7% | +13.1% |
| YTD | +27.0% | +83.6% | -56.6% | +20.8% |
| 1Y | +26.3% | +84.9% | -58.6% | +19.9% |
| 3Y | +39.3% | +63.2% | -23.9% | +29.8% |
| 5Y | +41.5% | +4.9% | +36.6% | +35.1% |
| All | +86.4% | +796.8% | -710.4% | +34.7% |
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