+764.3%
ENTG vs CCJ
+1,074.4%
-310.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.0% | -1.0% | -3.0% |
| 7D | +5.1% | -3.2% | +8.3% | +6.3% |
| 30D | -8.5% | -1.3% | -7.2% | -8.2% |
| 3M | +6.7% | +2.5% | +4.2% | +6.3% |
| 6M | +17.7% | -18.9% | +36.6% | +25.8% |
| YTD | +63.5% | +6.5% | +57.0% | +60.6% |
| 1Y | +73.6% | +22.8% | +50.8% | +60.6% |
| 3Y | +44.6% | +164.5% | -119.9% | +2.5% |
| 5Y | +16.1% | +303.7% | -287.6% | -29.3% |
| All | +764.3% | +1,074.4% | -310.2% | +290.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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