+6,583.3%
COR vs ENTG
+1,374.7%
+5,208.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | -0.1% |
| 7D | +2.9% | +22.8% | -20.0% | +0.9% |
| 30D | +5.8% | -4.9% | +10.7% | +5.9% |
| 3M | +11.4% | -4.8% | +16.2% | +11.2% |
| 6M | +34.5% | +5.6% | +28.9% | +31.2% |
| YTD | +4.1% | +82.4% | -78.3% | -4.5% |
| 1Y | -3.1% | +82.9% | -86.0% | -11.3% |
| 3Y | +80.9% | +62.1% | +18.7% | +62.0% |
| 5Y | +195.1% | +4.3% | +190.8% | +169.6% |
| 10Y | +492.7% | +793.4% | -300.7% | +317.2% |
| All | +6,583.3% | +1,374.7% | +5,208.6% | +3,723.6% |
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