+1,422.4%
COP vs ENTG
+1,234.5%
+187.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.2% | -7.2% | -2.1% |
| 7D | +3.0% | +2.8% | +0.2% | +2.4% |
| 30D | +17.5% | -4.7% | +22.2% | +17.9% |
| 3M | +13.4% | -0.7% | +14.1% | +10.5% |
| 6M | +17.7% | +7.7% | +10.0% | +11.6% |
| YTD | +46.6% | +65.1% | -18.5% | +27.5% |
| 1Y | +44.6% | +74.8% | -30.2% | +23.4% |
| 3Y | +20.7% | +36.9% | -16.2% | +3.7% |
| 5Y | +185.0% | +16.1% | +168.9% | +141.2% |
| 10Y | +347.0% | +740.3% | -393.4% | +159.7% |
| All | +1,422.4% | +1,234.5% | +187.9% | +515.3% |
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