+116.9%
COF vs ENTG
+42.3%
+74.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.2% | -0.9% |
| 7D | -6.1% | +5.1% | -11.2% | -7.3% |
| 30D | -5.2% | -8.5% | +3.4% | -3.5% |
| 3M | +17.0% | +6.7% | +10.3% | +11.2% |
| 6M | +12.9% | +17.7% | -4.8% | +2.8% |
| YTD | -13.5% | +63.5% | -77.0% | -29.6% |
| 1Y | -5.9% | +73.6% | -79.4% | -25.9% |
| All | +116.9% | +42.3% | +74.5% | +67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling