+1,197.2%
ENTG vs CCJ
+6,782.1%
-5,584.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.0% | +6.1% |
| 7D | +2.8% | +0.7% | +2.1% | +2.5% |
| 30D | -4.7% | +6.9% | -11.5% | -7.2% |
| 3M | -0.7% | -11.6% | +10.9% | +4.8% |
| 6M | +7.7% | -16.2% | +23.9% | +15.5% |
| YTD | +65.1% | +10.1% | +55.0% | +58.6% |
| 1Y | +74.8% | +32.3% | +42.5% | +52.6% |
| 3Y | +36.9% | +171.3% | -134.4% | -14.0% |
| 5Y | +16.1% | +372.4% | -356.3% | -44.7% |
| 10Y | +740.3% | +1,070.0% | -329.7% | +130.5% |
| All | +1,197.2% | +6,782.1% | -5,584.9% | +70.2% |
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