+476.2%
CL vs ENTG
+1,234.5%
-758.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.2% | -7.6% | -1.9% |
| 7D | -2.2% | +2.8% | -5.0% | -2.4% |
| 30D | -4.8% | -4.7% | -0.2% | -4.7% |
| 3M | +4.9% | -0.7% | +5.6% | +4.0% |
| 6M | -5.7% | +7.7% | -13.4% | -7.3% |
| YTD | +14.4% | +65.1% | -50.7% | +8.9% |
| 1Y | +8.7% | +74.8% | -66.0% | +2.6% |
| 3Y | +30.0% | +36.9% | -6.9% | +22.4% |
| 5Y | +28.4% | +16.1% | +12.2% | +19.8% |
| 10Y | +50.1% | +740.3% | -690.3% | +17.9% |
| All | +476.2% | +1,234.5% | -758.3% | +284.4% |
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