+1,074.5%
CRH vs ENTG
+1,250.2%
-175.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.1% | +0.5% |
| 7D | -6.1% | +1.2% | -7.2% | -6.3% |
| 30D | -9.3% | -12.9% | +3.6% | -6.5% |
| 3M | -15.2% | -3.1% | -12.1% | -16.7% |
| 6M | -14.2% | +21.0% | -35.2% | -20.7% |
| YTD | -28.3% | +67.0% | -95.3% | -38.9% |
| 1Y | -21.8% | +68.6% | -90.4% | -34.2% |
| 3Y | +71.6% | +48.6% | +23.0% | +44.1% |
| 5Y | +96.6% | +18.6% | +78.0% | +66.9% |
| 10Y | +253.8% | +794.8% | -540.9% | +89.0% |
| All | +1,074.5% | +1,250.2% | -175.7% | +329.8% |
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