+242.0%
COF vs ENTG
+797.5%
-555.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -0.2% |
| 7D | -5.1% | +1.2% | -6.3% | -5.6% |
| 30D | -6.0% | -12.9% | +6.8% | -1.9% |
| 3M | +14.8% | -3.1% | +17.9% | +11.3% |
| 6M | +15.3% | +21.0% | -5.7% | +0.5% |
| YTD | -13.0% | +67.0% | -80.1% | -34.3% |
| 1Y | -5.7% | +68.6% | -74.3% | -30.3% |
| 3Y | +118.1% | +48.6% | +69.5% | +55.6% |
| 5Y | +46.2% | +18.6% | +27.6% | +5.9% |
| All | +242.0% | +797.5% | -555.5% | +5.5% |
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