+58.5%
ENTG vs CCJ
+67.4%
-8.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.3% | -3.1% |
| 7D | +15.2% | -0.8% | +16.0% | +15.8% |
| 30D | -3.6% | -13.2% | +9.5% | +3.3% |
| 3M | -10.0% | -27.6% | +17.7% | +4.2% |
| 6M | +1.8% | -38.7% | +40.5% | +26.4% |
| YTD | +75.5% | -22.7% | +98.2% | +98.3% |
| 1Y | +82.4% | -17.6% | +100.0% | +101.3% |
| 3Y | +58.5% | +62.7% | -4.2% | +21.0% |
| All | +58.5% | +67.4% | -8.9% | +21.0% |
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