+340.2%
COP vs ENTG
+786.9%
-446.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.8% |
| 7D | -0.5% | +8.9% | -9.4% | -2.2% |
| 30D | +11.7% | -0.8% | +12.5% | +11.5% |
| 3M | +17.7% | +6.6% | +11.1% | +12.5% |
| 6M | +18.3% | +22.1% | -3.8% | +7.5% |
| YTD | +49.1% | +70.2% | -21.1% | +23.2% |
| 1Y | +53.3% | +76.7% | -23.4% | +23.9% |
| 3Y | +22.2% | +50.5% | -28.3% | -3.8% |
| 5Y | +193.3% | +21.8% | +171.5% | +126.6% |
| 10Y | +340.2% | +811.7% | -471.5% | +51.8% |
| All | +340.2% | +786.9% | -446.6% | +51.8% |
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