+51.5%
ENTG vs CCJ
+172.7%
-121.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +2.0% |
| 7D | +8.9% | +4.2% | +4.7% | +7.0% |
| 30D | -0.8% | +3.2% | -4.0% | -2.2% |
| 3M | +6.6% | -1.8% | +8.4% | +7.4% |
| 6M | +22.1% | -13.5% | +35.6% | +28.3% |
| YTD | +70.2% | +9.7% | +60.4% | +64.7% |
| 1Y | +76.7% | +30.0% | +46.7% | +58.0% |
| All | +51.5% | +172.7% | -121.2% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling