+409.0%
CSX vs ENTG
+753.2%
-344.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.4% |
| 7D | +0.7% | -9.3% | +10.0% | +2.4% |
| 30D | +8.1% | -16.4% | +24.4% | +11.1% |
| 3M | +2.2% | -3.8% | +6.0% | +1.2% |
| 6M | +14.6% | -6.9% | +21.5% | +11.3% |
| YTD | +42.2% | +65.0% | -22.8% | +17.9% |
| 1Y | +47.3% | +61.7% | -14.4% | +22.4% |
| 3Y | +73.5% | +46.6% | +26.9% | +37.6% |
| 5Y | +54.1% | -2.7% | +56.8% | +30.1% |
| 10Y | +409.0% | +743.3% | -334.3% | +135.1% |
| All | +409.0% | +753.2% | -344.2% | +135.1% |
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