+444.5%
CORZ vs ENTG
+14.2%
+430.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +3.8% |
| 7D | +16.6% | +8.9% | +7.6% | +11.2% |
| 30D | -10.9% | -7.2% | -3.6% | -7.4% |
| 3M | -31.0% | +6.4% | -37.4% | -35.8% |
| 6M | +26.0% | +25.7% | +0.4% | +6.3% |
| YTD | +28.6% | +67.9% | -39.2% | -8.1% |
| 1Y | +34.5% | +72.4% | -37.9% | -7.3% |
| All | +444.5% | +14.2% | +430.3% | +353.3% |
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