+51.5%
ENTG vs CBOE
+96.4%
-45.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.2% |
| 7D | +8.9% | -0.8% | +9.7% | +8.6% |
| 30D | -0.8% | +2.7% | -3.5% | +0.4% |
| 3M | +6.6% | +0.7% | +5.8% | +8.8% |
| 6M | +22.1% | -2.0% | +24.1% | +25.5% |
| YTD | +70.2% | +17.1% | +53.0% | +91.8% |
| 1Y | +76.7% | +26.5% | +50.2% | +107.6% |
| All | +51.5% | +96.4% | -45.0% | +76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling