+216.7%
CTVA vs ENTG
+307.6%
-90.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.1% |
| 7D | -4.5% | +1.2% | -5.7% | -4.7% |
| 30D | +11.3% | -12.9% | +24.2% | +13.7% |
| 3M | +12.3% | -3.1% | +15.4% | +10.4% |
| 6M | +7.2% | +21.0% | -13.8% | -0.8% |
| YTD | +26.0% | +67.0% | -41.0% | +7.8% |
| 1Y | +16.0% | +68.6% | -52.6% | -2.2% |
| 3Y | +73.9% | +48.6% | +25.3% | +42.6% |
| 5Y | +103.8% | +18.6% | +85.2% | +65.4% |
| All | +216.7% | +307.6% | -90.8% | +41.5% |
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 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