+329.9%
COP vs ENTG
+790.9%
-461.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | +3.4% | +22.8% | -19.4% | -0.6% |
| 30D | -0.6% | -4.9% | +4.3% | -0.5% |
| 3M | +10.8% | -4.8% | +15.6% | +10.2% |
| 6M | +19.6% | +5.6% | +14.0% | +13.0% |
| YTD | +52.9% | +82.4% | -29.5% | +23.5% |
| 1Y | +62.2% | +82.9% | -20.7% | +30.4% |
| 3Y | +32.4% | +62.1% | -29.8% | +2.3% |
| 5Y | +129.7% | +4.3% | +125.4% | +90.2% |
| All | +329.9% | +790.9% | -461.1% | +65.0% |
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