+224.3%
CTVA vs ENTG
+309.6%
-85.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.5% |
| 7D | -2.1% | +8.9% | -11.0% | -3.6% |
| 30D | +12.0% | -7.2% | +19.3% | +13.0% |
| 3M | +13.5% | +6.4% | +7.1% | +9.2% |
| 6M | +12.1% | +25.7% | -13.6% | +3.0% |
| YTD | +29.0% | +67.9% | -38.9% | +10.3% |
| 1Y | +18.9% | +72.4% | -53.5% | -0.3% |
| 3Y | +78.9% | +48.4% | +30.4% | +46.9% |
| 5Y | +105.2% | +20.1% | +85.2% | +65.9% |
| All | +224.3% | +309.6% | -85.4% | +44.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling