+782.9%
ENTG vs CBOE
+368.5%
+414.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.5% |
| 7D | +1.2% | -5.8% | +7.0% | +2.1% |
| 30D | -12.9% | -3.1% | -9.7% | -12.5% |
| 3M | -3.1% | -4.8% | +1.7% | -2.8% |
| 6M | +21.0% | -0.6% | +21.6% | +19.2% |
| YTD | +67.0% | +12.8% | +54.2% | +58.8% |
| 1Y | +68.6% | +19.8% | +48.9% | +57.3% |
| 3Y | +48.6% | +86.9% | -38.3% | +14.2% |
| 5Y | +18.6% | +136.5% | -117.9% | -18.2% |
| All | +782.9% | +368.5% | +414.4% | +357.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling