+47.1%
CSX vs ENTG
+63.3%
-16.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.5% | +9.1% | +2.9% |
| 7D | +0.1% | -10.3% | +10.5% | +0.6% |
| 30D | +9.7% | -14.4% | +24.1% | +10.7% |
| 3M | +2.3% | -1.1% | +3.4% | +1.8% |
| 6M | +17.1% | +3.0% | +14.1% | +14.2% |
| YTD | +44.9% | +70.1% | -25.2% | +28.4% |
| 1Y | +47.1% | +65.7% | -18.7% | +30.4% |
| All | +47.1% | +63.3% | -16.2% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling