+191.7%
COP vs ENTG
+18.8%
+172.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.4% |
| 7D | -0.8% | +8.9% | -9.8% | -1.7% |
| 30D | +15.6% | -7.2% | +22.8% | +16.2% |
| 3M | +14.3% | +6.4% | +7.9% | +11.6% |
| 6M | +17.0% | +25.7% | -8.7% | +10.2% |
| YTD | +47.4% | +67.9% | -20.4% | +31.5% |
| 1Y | +52.4% | +72.4% | -20.0% | +34.4% |
| 3Y | +20.8% | +48.4% | -27.6% | +4.4% |
| 5Y | +191.7% | +20.1% | +171.6% | +157.7% |
| All | +191.7% | +18.8% | +172.9% | +157.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling