-47.0%
CLF vs ENTG
+18.8%
-65.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.4% |
| 7D | +6.5% | +8.9% | -2.4% | +2.6% |
| 30D | +0.2% | -7.2% | +7.5% | +2.8% |
| 3M | -3.1% | +6.4% | -9.5% | -10.6% |
| 6M | +25.0% | +25.7% | -0.6% | +5.8% |
| YTD | -7.5% | +67.9% | -75.3% | -32.1% |
| 1Y | +11.5% | +72.4% | -60.8% | -19.9% |
| 3Y | -13.7% | +48.4% | -62.1% | -37.2% |
| 5Y | -47.0% | +20.1% | -67.0% | -61.1% |
| All | -47.0% | +18.8% | -65.8% | -61.1% |
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 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