+5,715.8%
CSX vs ENTG
+1,131.8%
+4,583.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.7% |
| 3M | -2.9% | -10.2% | +7.4% | -2.4% |
| 6M | +8.3% | -17.8% | +26.1% | +8.3% |
| YTD | +36.7% | +52.4% | -15.6% | +17.7% |
| 1Y | +41.5% | +49.8% | -8.3% | +21.9% |
| 3Y | +68.6% | +42.1% | +26.5% | +39.3% |
| 5Y | +48.4% | -10.2% | +58.7% | +29.3% |
| 10Y | +446.6% | +756.0% | -309.4% | +178.3% |
| All | +5,715.8% | +1,131.8% | +4,583.9% | +1,850.5% |
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