+6,044.9%
CSX vs ENTG
+1,384.4%
+4,660.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.3% | -9.7% | -0.8% |
| 7D | -0.3% | +7.9% | -8.2% | -2.2% |
| 30D | +8.7% | -3.6% | +12.2% | +8.3% |
| 3M | +4.2% | +2.7% | +1.5% | +1.8% |
| 6M | +16.7% | +3.6% | +13.1% | +10.9% |
| YTD | +44.5% | +83.6% | -39.1% | +19.4% |
| 1Y | +50.3% | +84.9% | -34.6% | +23.7% |
| 3Y | +76.3% | +63.2% | +13.1% | +41.4% |
| 5Y | +58.1% | +4.9% | +53.2% | +33.2% |
| 10Y | +416.4% | +799.3% | -382.9% | +159.8% |
| All | +6,044.9% | +1,384.4% | +4,660.5% | +1,878.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling