+132.2%
COP vs ENTG
-0.3%
+132.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.8% | +5.4% | +1.9% |
| 7D | +4.4% | +15.2% | -10.8% | +3.0% |
| 30D | 0.0% | -3.6% | +3.6% | -0.1% |
| 3M | +15.0% | -10.0% | +25.0% | +15.4% |
| 6M | +22.0% | +1.8% | +20.2% | +19.0% |
| YTD | +55.3% | +75.5% | -20.2% | +37.0% |
| 1Y | +64.1% | +82.4% | -18.3% | +43.6% |
| 3Y | +34.1% | +58.5% | -24.4% | +14.2% |
| All | +132.2% | -0.3% | +132.5% | +110.4% |
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