-51.4%
CLF vs ENTG
-10.4%
-41.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +0.5% |
| 7D | -19.6% | -17.1% | -2.5% | -12.4% |
| 30D | -5.0% | -23.0% | +18.0% | +6.4% |
| 3M | -6.3% | -10.2% | +3.9% | -2.9% |
| 6M | +2.8% | -17.8% | +20.5% | +6.0% |
| YTD | -13.7% | +52.4% | -66.1% | -34.3% |
| 1Y | +13.6% | +49.8% | -36.2% | -13.4% |
| 3Y | -34.0% | +42.1% | -76.1% | -51.1% |
| All | -51.4% | -10.4% | -41.0% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling