+2,987.6%
ENTG vs CBOE
+1,025.9%
+1,961.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.2% |
| 7D | +8.9% | -4.6% | +13.6% | +10.3% |
| 30D | -7.2% | +2.6% | -9.9% | -8.0% |
| 3M | +6.4% | +4.9% | +1.5% | +3.3% |
| 6M | +25.7% | -2.2% | +27.8% | +23.4% |
| YTD | +67.9% | +17.7% | +50.1% | +54.1% |
| 1Y | +72.4% | +26.1% | +46.3% | +53.7% |
| 3Y | +48.4% | +97.1% | -48.7% | +5.3% |
| 5Y | +20.1% | +149.2% | -129.1% | -24.1% |
| 10Y | +768.2% | +385.1% | +383.1% | +274.8% |
| All | +2,987.6% | +1,025.9% | +1,961.6% | +600.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling