+1,333.5%
ENTG vs CCJ
+4,803.7%
-3,470.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.8% | +0.7% |
| 7D | +22.8% | +5.0% | +17.8% | +20.6% |
| 30D | -4.9% | -16.7% | +11.8% | +2.8% |
| 3M | -4.8% | -27.5% | +22.7% | +8.2% |
| 6M | +5.6% | -38.6% | +44.2% | +29.1% |
| YTD | +82.4% | -21.5% | +103.9% | +101.0% |
| 1Y | +82.9% | -22.3% | +105.2% | +101.8% |
| 3Y | +62.1% | +69.9% | -7.7% | +23.9% |
| 5Y | +4.3% | +163.6% | -159.3% | -36.2% |
| 10Y | +793.4% | +782.3% | +11.2% | +175.9% |
| All | +1,333.5% | +4,803.7% | -3,470.2% | +115.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling