+65.2%
CSGP vs ENTG
+737.3%
-672.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.6% | -7.3% | -5.2% |
| 7D | +1.3% | -17.1% | +18.4% | +4.9% |
| 30D | +10.7% | -23.0% | +33.7% | +15.2% |
| 3M | +3.3% | -10.2% | +13.5% | +2.6% |
| 6M | -10.3% | -17.8% | +7.4% | -12.9% |
| YTD | -54.6% | +52.4% | -106.9% | -64.4% |
| 1Y | -54.6% | +49.8% | -104.4% | -64.4% |
| 3Y | -60.3% | +42.1% | -102.5% | -70.9% |
| 5Y | -63.3% | -10.2% | -53.1% | -70.1% |
| All | +65.2% | +737.3% | -672.0% | -44.1% |
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