+769.3%
ENTG vs CAG
-37.3%
+806.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.2% | -5.0% | -3.8% |
| 7D | +15.2% | -3.3% | +18.5% | +15.3% |
| 30D | -3.6% | +7.7% | -11.3% | -4.3% |
| 3M | -10.0% | -3.2% | -6.8% | -9.9% |
| 6M | +1.8% | +7.0% | -5.2% | +0.6% |
| YTD | +75.5% | -9.0% | +84.5% | +76.8% |
| 1Y | +82.4% | -9.6% | +92.0% | +83.8% |
| 3Y | +58.5% | -36.0% | +94.5% | +66.0% |
| 5Y | +0.4% | -40.9% | +41.2% | +5.4% |
| All | +769.3% | -37.3% | +806.6% | +764.4% |
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