+68.5%
COST vs ENTG
+45.4%
+23.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | +0.2% |
| 7D | -1.2% | +1.2% | -2.4% | -1.2% |
| 30D | -4.7% | -12.9% | +8.1% | -4.3% |
| 3M | -7.1% | -3.1% | -4.1% | -7.6% |
| 6M | -8.5% | +21.0% | -29.5% | -11.2% |
| YTD | +5.4% | +67.0% | -61.6% | -1.6% |
| 1Y | -5.6% | +68.6% | -74.3% | -12.6% |
| 3Y | +68.5% | +48.6% | +19.9% | +53.4% |
| All | +68.5% | +45.4% | +23.1% | +53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling