-48.2%
CLF vs ENTG
+21.6%
-69.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.2% |
| 7D | -2.7% | +8.9% | -11.6% | -6.2% |
| 30D | -3.2% | -0.8% | -2.4% | -3.4% |
| 3M | -5.0% | +6.6% | -11.5% | -12.4% |
| 6M | +26.6% | +22.1% | +4.5% | +8.7% |
| YTD | -9.0% | +70.2% | -79.1% | -33.6% |
| 1Y | +11.8% | +76.7% | -64.9% | -20.5% |
| 3Y | -15.1% | +50.5% | -65.6% | -38.6% |
| 5Y | -48.2% | +21.8% | -70.0% | -62.3% |
| All | -48.2% | +21.6% | -69.8% | -62.3% |
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