+74.7%
CSX vs ENTG
+44.2%
+30.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.2% | -5.3% | +0.1% |
| 7D | -3.4% | +2.8% | -6.2% | -3.7% |
| 30D | -3.1% | -4.7% | +1.6% | -2.7% |
| 3M | +7.2% | -0.7% | +7.9% | +5.4% |
| 6M | +16.2% | +7.7% | +8.5% | +12.0% |
| YTD | +37.5% | +65.1% | -27.5% | +23.6% |
| 1Y | +53.2% | +74.8% | -21.6% | +35.3% |
| All | +74.7% | +44.2% | +30.6% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling