+180.5%
COR vs ENTG
+18.8%
+161.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -1.9% |
| 7D | -1.9% | +8.9% | -10.8% | -1.7% |
| 30D | +1.5% | -7.2% | +8.7% | +1.4% |
| 3M | +18.7% | +6.4% | +12.3% | +18.8% |
| 6M | -9.0% | +25.7% | -34.7% | -9.1% |
| YTD | -3.3% | +67.9% | -71.2% | -3.3% |
| 1Y | +9.8% | +72.4% | -62.5% | +9.8% |
| 3Y | +87.4% | +48.4% | +38.9% | +85.5% |
| 5Y | +180.5% | +20.1% | +160.4% | +171.9% |
| All | +180.5% | +18.8% | +161.7% | +171.9% |
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