+1,087.0%
CSGP vs ENTG
+1,100.7%
-13.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -12.7% | +11.1% | +1.3% |
| 7D | +13.9% | -22.0% | +35.9% | +20.1% |
| 30D | +16.0% | -25.2% | +41.2% | +21.9% |
| 3M | +6.1% | -14.2% | +20.3% | +6.7% |
| 6M | -8.2% | -16.3% | +8.1% | -11.0% |
| YTD | -52.3% | +48.5% | -100.9% | -60.9% |
| 1Y | -54.5% | +41.4% | -95.9% | -62.3% |
| 3Y | -58.6% | +36.7% | -95.3% | -67.3% |
| 5Y | -61.5% | -12.5% | -49.0% | -67.4% |
| 10Y | +74.7% | +734.4% | -659.7% | -18.7% |
| All | +1,087.0% | +1,100.7% | -13.7% | +237.3% |
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