+13.9%
COR vs ENTG
+76.2%
-62.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.2% | -8.0% | -1.4% |
| 7D | +2.8% | +2.8% | -0.1% | +3.0% |
| 30D | +4.5% | -4.7% | +9.2% | +4.3% |
| 3M | +22.7% | -0.7% | +23.4% | +22.8% |
| 6M | -9.7% | +7.7% | -17.4% | -10.1% |
| YTD | -1.4% | +65.1% | -66.5% | +1.1% |
| 1Y | +13.9% | +74.8% | -60.9% | +17.2% |
| All | +13.9% | +76.2% | -62.3% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling