+48.4%
ENTG vs CAG
-36.6%
+85.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.5% |
| 7D | +8.9% | -5.3% | +14.2% | +8.0% |
| 30D | -7.2% | +1.0% | -8.2% | -7.1% |
| 3M | +6.4% | +17.4% | -11.0% | +9.2% |
| 6M | +25.7% | -16.8% | +42.5% | +28.5% |
| YTD | +67.9% | -6.8% | +74.6% | +71.7% |
| 1Y | +72.4% | -15.4% | +87.7% | +76.5% |
| 3Y | +48.4% | -37.1% | +85.5% | +54.1% |
| All | +48.4% | -36.6% | +85.1% | +54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling