+21.8%
ENTG vs CAG
-41.8%
+63.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.3% |
| 7D | +8.9% | -6.6% | +15.5% | +8.3% |
| 30D | -0.8% | +2.3% | -3.1% | -0.6% |
| 3M | +6.6% | +16.3% | -9.8% | +7.8% |
| 6M | +22.1% | -16.0% | +38.1% | +24.3% |
| YTD | +70.2% | -7.7% | +77.9% | +72.7% |
| 1Y | +76.7% | -16.0% | +92.8% | +79.9% |
| 3Y | +50.5% | -37.7% | +88.2% | +52.4% |
| 5Y | +21.8% | -41.2% | +63.0% | +25.2% |
| All | +21.8% | -41.8% | +63.6% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling