+803.5%
ENTG vs CCJ
+778.2%
+25.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.8% | +0.5% |
| 7D | +22.8% | +5.0% | +17.8% | +20.9% |
| 30D | -4.9% | -16.7% | +11.8% | +1.6% |
| 3M | -4.8% | -27.5% | +22.7% | +6.2% |
| 6M | +5.6% | -38.6% | +44.2% | +25.0% |
| YTD | +82.4% | -21.5% | +103.9% | +99.1% |
| 1Y | +82.9% | -22.3% | +105.2% | +99.9% |
| 3Y | +62.1% | +69.9% | -7.7% | +33.3% |
| 5Y | +4.3% | +163.6% | -159.3% | -27.4% |
| All | +803.5% | +778.2% | +25.3% | +334.1% |
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