+231.7%
CTVA vs ENTG
+302.8%
-71.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.2% | -7.0% | -2.0% |
| 7D | +4.9% | +2.8% | +2.1% | +4.3% |
| 30D | +11.9% | -4.7% | +16.6% | +12.3% |
| 3M | +13.7% | -0.7% | +14.4% | +10.8% |
| 6M | +13.1% | +7.7% | +5.4% | +7.3% |
| YTD | +32.0% | +65.1% | -33.1% | +13.2% |
| 1Y | +22.1% | +74.8% | -52.7% | +2.0% |
| 3Y | +77.5% | +36.9% | +40.6% | +48.7% |
| 5Y | +106.3% | +16.1% | +90.2% | +68.5% |
| All | +231.7% | +302.8% | -71.2% | +48.5% |
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