+427.3%
CSX vs ENTG
+737.3%
-309.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.6% | -6.0% | -3.9% |
| 7D | -5.5% | -17.1% | +11.6% | -2.0% |
| 30D | +4.9% | -23.0% | +27.9% | +9.8% |
| 3M | -2.9% | -10.2% | +7.4% | -2.4% |
| 6M | +8.3% | -17.8% | +26.1% | +8.1% |
| YTD | +36.7% | +52.4% | -15.6% | +15.3% |
| 1Y | +41.5% | +49.8% | -8.3% | +19.4% |
| 3Y | +68.6% | +42.1% | +26.5% | +34.0% |
| 5Y | +48.4% | -10.2% | +58.7% | +27.4% |
| All | +427.3% | +737.3% | -309.9% | +131.7% |
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