+764.3%
ENTG vs CAG
-35.7%
+800.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.7% | -1.2% | -3.7% |
| 7D | +5.1% | -5.9% | +11.0% | +5.7% |
| 30D | -8.5% | -1.5% | -7.0% | -8.5% |
| 3M | +6.7% | +11.5% | -4.8% | +5.1% |
| 6M | +17.7% | -15.7% | +33.4% | +20.2% |
| YTD | +63.5% | -10.2% | +73.7% | +65.0% |
| 1Y | +73.6% | -18.1% | +91.6% | +77.3% |
| 3Y | +44.6% | -39.4% | +83.9% | +52.6% |
| 5Y | +16.1% | -42.6% | +58.7% | +22.5% |
| All | +764.3% | -35.7% | +800.0% | +763.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling