+1,140.4%
ENTG vs CAPR
-99.1%
+1,239.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.7% | -2.1% | +2.4% |
| 7D | -17.1% | +41.1% | -58.2% | -18.0% |
| 30D | -23.0% | +11.1% | -34.1% | -23.4% |
| 3M | -10.2% | +115.3% | -125.5% | -13.1% |
| 6M | -17.8% | -73.8% | +56.1% | -16.3% |
| YTD | +52.4% | -68.8% | +121.2% | +53.8% |
| 1Y | +49.8% | +43.3% | +6.5% | +34.8% |
| 3Y | +42.1% | +214.7% | -172.6% | +20.3% |
| 5Y | -10.2% | +141.3% | -151.5% | -24.6% |
| 10Y | +756.0% | -67.0% | +823.0% | +568.0% |
| All | +1,140.4% | -99.1% | +1,239.5% | +746.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 all: compounded portfolio wealth divided by compounded CAPR 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…
all analysis · Full analysis span regression · 6 months rolling