+116.3%
CLF vs ENTG
+761.6%
-645.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.5% |
| 7D | +6.5% | +8.9% | -2.4% | +2.2% |
| 30D | +0.2% | -7.2% | +7.5% | +3.1% |
| 3M | -3.1% | +6.4% | -9.5% | -11.4% |
| 6M | +25.0% | +25.7% | -0.6% | +3.7% |
| YTD | -7.5% | +67.9% | -75.3% | -34.5% |
| 1Y | +11.5% | +72.4% | -60.8% | -23.1% |
| 3Y | -13.7% | +48.4% | -62.1% | -39.8% |
| 5Y | -47.0% | +20.1% | -67.0% | -62.4% |
| 10Y | +116.3% | +768.1% | -651.8% | -51.1% |
| All | +116.3% | +761.6% | -645.2% | -51.1% |
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