+80.1%
CLF vs ENTG
+810.6%
-730.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +9.4% | -2.5% | +2.4% |
| 7D | -14.1% | -7.6% | -6.5% | -10.5% |
| 30D | -5.5% | -15.5% | +9.9% | +2.3% |
| 3M | 0.0% | -7.8% | +7.8% | +2.6% |
| 6M | +11.3% | -5.9% | +17.2% | +7.3% |
| YTD | -7.7% | +66.7% | -74.4% | -34.8% |
| 1Y | +17.5% | +62.1% | -44.5% | -16.4% |
| 3Y | -25.4% | +56.3% | -81.7% | -49.3% |
| 5Y | -46.0% | -3.8% | -42.1% | -56.4% |
| 10Y | +80.1% | +770.1% | -690.0% | -55.9% |
| All | +80.1% | +810.6% | -730.5% | -55.9% |
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 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