-50.5%
CPNG vs ENTG
+16.8%
-67.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.9% | +2.4% |
| 7D | -1.1% | +1.2% | -2.3% | -1.5% |
| 30D | -7.4% | -12.9% | +5.5% | -3.8% |
| 3M | -12.3% | -3.1% | -9.3% | -15.6% |
| 6M | -19.4% | +21.0% | -40.5% | -29.4% |
| YTD | -35.9% | +67.0% | -102.9% | -50.9% |
| 1Y | -53.4% | +68.6% | -122.0% | -65.1% |
| 3Y | -20.0% | +48.6% | -68.6% | -43.8% |
| All | -50.5% | +16.8% | -67.3% | -62.2% |
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