-14.2%
CRH vs ENTG
+20.1%
-34.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.1% | +0.7% |
| 7D | -6.1% | +1.2% | -7.2% | -6.2% |
| 30D | -9.3% | -12.9% | +3.6% | -7.6% |
| 3M | -15.2% | -3.1% | -12.1% | -17.3% |
| 6M | -14.2% | +21.0% | -35.2% | -26.9% |
| All | -14.2% | +20.1% | -34.3% | -26.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling