+65.7%
ENTG vs CAG
-6.8%
+72.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +6.0% | -12.4% | -3.2% |
| 7D | -10.3% | +9.7% | -20.0% | -5.4% |
| 30D | -14.4% | +15.8% | -30.1% | -7.1% |
| 3M | -1.1% | +1.8% | -2.9% | +2.4% |
| 6M | +3.0% | +11.5% | -8.5% | +13.0% |
| YTD | +70.1% | -6.7% | +76.8% | +84.7% |
| 1Y | +65.7% | -5.6% | +71.4% | +78.9% |
| All | +65.7% | -6.8% | +72.6% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling