+238.9%
CRM vs ENTG
+797.5%
-558.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.2% | +1.3% |
| 7D | -4.4% | +1.2% | -5.6% | -4.8% |
| 30D | +28.1% | -12.9% | +41.0% | +32.6% |
| 3M | +48.8% | -3.1% | +51.9% | +43.0% |
| 6M | +28.3% | +21.0% | +7.2% | +10.7% |
| YTD | -6.0% | +67.0% | -73.0% | -29.6% |
| 1Y | +1.4% | +68.6% | -67.2% | -25.8% |
| 3Y | +11.8% | +48.6% | -36.8% | -21.2% |
| 5Y | -2.0% | +18.6% | -20.6% | -29.0% |
| All | +238.9% | +797.5% | -558.6% | +4.7% |
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