+397.9%
COR vs ENTG
+814.5%
-416.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.5% |
| 7D | -3.9% | +8.9% | -12.8% | -4.5% |
| 30D | -0.3% | -0.8% | +0.5% | -0.4% |
| 3M | +15.9% | +6.6% | +9.3% | +13.9% |
| 6M | -10.3% | +22.1% | -32.3% | -13.5% |
| YTD | -3.7% | +70.2% | -73.9% | -10.5% |
| 1Y | +9.1% | +76.7% | -67.6% | +0.2% |
| 3Y | +86.6% | +50.5% | +36.1% | +67.2% |
| 5Y | +180.9% | +21.8% | +159.1% | +149.3% |
| All | +397.9% | +814.5% | -416.7% | +136.3% |
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 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