+65.7%
ENTG vs CBOE
+39.5%
+26.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.3% | -6.7% | -6.4% |
| 7D | -10.3% | +7.7% | -18.1% | -7.3% |
| 30D | -14.4% | +24.4% | -38.8% | -6.1% |
| 3M | -1.1% | +20.0% | -21.1% | +7.1% |
| 6M | +3.0% | +2.4% | +0.6% | +10.3% |
| YTD | +70.1% | +38.5% | +31.5% | +113.7% |
| 1Y | +65.7% | +39.0% | +26.8% | +110.3% |
| All | +65.7% | +39.5% | +26.3% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling