+34.8%
CTSH vs ENTG
+757.2%
-722.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.1% | +0.1% |
| 7D | -2.1% | +15.2% | -17.3% | -5.0% |
| 30D | +1.4% | -3.6% | +5.0% | +0.8% |
| 3M | +7.5% | -10.0% | +17.4% | +7.4% |
| 6M | +39.6% | +1.8% | +37.8% | +29.7% |
| YTD | -22.3% | +75.5% | -97.8% | -39.6% |
| 1Y | -12.0% | +82.4% | -94.4% | -32.6% |
| 3Y | +1.8% | +58.5% | -56.7% | -24.7% |
| 5Y | -15.8% | +0.4% | -16.2% | -32.0% |
| All | +34.8% | +757.2% | -722.4% | -47.4% |
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