+495.2%
COF vs ENTG
+1,275.8%
-780.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.9% |
| 7D | -2.7% | +8.9% | -11.6% | -5.6% |
| 30D | -3.4% | -0.8% | -2.5% | -3.7% |
| 3M | +15.4% | +6.6% | +8.9% | +8.2% |
| 6M | +14.4% | +22.1% | -7.7% | +0.6% |
| YTD | -12.0% | +70.2% | -82.2% | -32.1% |
| 1Y | -3.7% | +76.7% | -80.5% | -27.9% |
| 3Y | +121.1% | +50.5% | +70.6% | +64.7% |
| 5Y | +47.8% | +21.8% | +26.0% | +11.7% |
| 10Y | +250.3% | +811.7% | -561.4% | +24.5% |
| All | +495.2% | +1,275.8% | -780.5% | +6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling