+59.2%
CSX vs ENTG
+3.6%
+55.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.6% | +1.1% |
| 7D | +3.1% | +22.8% | -19.7% | -0.1% |
| 30D | +9.7% | -4.9% | +14.6% | +9.7% |
| 3M | +4.9% | -4.8% | +9.7% | +4.6% |
| 6M | +18.4% | +5.6% | +12.8% | +13.6% |
| YTD | +45.9% | +82.4% | -36.5% | +24.9% |
| 1Y | +50.0% | +82.9% | -32.9% | +28.1% |
| 3Y | +78.0% | +62.1% | +15.9% | +47.0% |
| 5Y | +59.2% | +4.3% | +54.9% | +40.3% |
| All | +59.2% | +3.6% | +55.6% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling