+21.0%
CTSH vs ENTG
+786.9%
-765.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.2% | -3.2% |
| 7D | -8.2% | +8.9% | -17.1% | -10.0% |
| 30D | +0.4% | -0.8% | +1.2% | 0.0% |
| 3M | +10.6% | +6.6% | +4.0% | +4.0% |
| 6M | -8.8% | +22.1% | -30.9% | -18.9% |
| YTD | -28.6% | +70.2% | -98.8% | -43.0% |
| 1Y | -15.9% | +76.7% | -92.6% | -34.4% |
| 3Y | -13.9% | +50.5% | -64.4% | -34.3% |
| 5Y | -17.1% | +21.8% | -38.9% | -36.7% |
| 10Y | +21.0% | +811.7% | -790.7% | -49.7% |
| All | +21.0% | +786.9% | -765.9% | -49.7% |
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