+6,592.8%
COR vs ENTG
+1,384.4%
+5,208.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.3% | -11.0% | -0.7% |
| 7D | -1.2% | +7.9% | -9.1% | -1.9% |
| 30D | +7.6% | -3.6% | +11.2% | +7.6% |
| 3M | +5.0% | +2.7% | +2.3% | +4.0% |
| 6M | +35.3% | +3.6% | +31.7% | +32.2% |
| YTD | +4.2% | +83.6% | -79.4% | -4.4% |
| 1Y | -3.4% | +84.9% | -88.3% | -11.7% |
| 3Y | +81.1% | +63.2% | +17.9% | +62.2% |
| 5Y | +195.8% | +4.9% | +190.9% | +170.1% |
| 10Y | +493.6% | +799.3% | -305.7% | +317.5% |
| All | +6,592.8% | +1,384.4% | +5,208.4% | +3,726.8% |
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