+490.1%
CSX vs ENTG
+748.7%
-258.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.2% | -5.3% | -0.5% |
| 7D | -3.4% | +2.8% | -6.2% | -4.0% |
| 30D | -3.1% | -4.7% | +1.6% | -2.5% |
| 3M | +7.2% | -0.7% | +7.9% | +4.2% |
| 6M | +16.2% | +7.7% | +8.5% | +9.5% |
| YTD | +37.5% | +65.1% | -27.5% | +15.6% |
| 1Y | +53.2% | +74.8% | -21.6% | +25.2% |
| 3Y | +68.2% | +36.9% | +31.3% | +37.4% |
| 5Y | +65.2% | +16.1% | +49.1% | +32.4% |
| All | +490.1% | +748.7% | -258.6% | +137.2% |
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