+1,914.6%
CLS vs ENTG
+757.2%
+1,157.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.8% | -1.6% | -3.5% |
| 7D | +16.3% | +15.2% | +1.1% | +8.3% |
| 30D | -25.7% | -3.6% | -22.0% | -23.9% |
| 3M | -30.9% | -10.0% | -20.9% | -26.7% |
| 6M | -35.5% | +1.8% | -37.3% | -36.9% |
| YTD | -18.7% | +75.5% | -94.2% | -39.7% |
| 1Y | -17.9% | +82.4% | -100.3% | -40.3% |
| 3Y | +838.1% | +58.5% | +779.6% | +616.9% |
| 5Y | +1,971.9% | +0.4% | +1,971.5% | +1,699.5% |
| All | +1,914.6% | +757.2% | +1,157.4% | +656.0% |
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 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