+414.9%
CSX vs ENTG
+757.2%
-342.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | +0.1% |
| 7D | +6.0% | +15.2% | -9.2% | +2.7% |
| 30D | +7.8% | -3.6% | +11.4% | +7.4% |
| 3M | +4.1% | -10.0% | +14.0% | +4.7% |
| 6M | +17.9% | +1.8% | +16.1% | +12.1% |
| YTD | +44.9% | +75.5% | -30.6% | +18.4% |
| 1Y | +51.1% | +82.4% | -31.3% | +22.0% |
| 3Y | +78.3% | +58.5% | +19.8% | +38.7% |
| 5Y | +58.1% | +0.4% | +57.7% | +33.0% |
| All | +414.9% | +757.2% | -342.3% | +131.1% |
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