+768.2%
ENTG vs CDW
+263.0%
+505.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.2% | +6.9% | +5.2% |
| 7D | +8.9% | -3.9% | +12.8% | +11.5% |
| 30D | -7.2% | +6.9% | -14.1% | -12.1% |
| 3M | +6.4% | +7.7% | -1.3% | -2.6% |
| 6M | +25.7% | +18.3% | +7.4% | +1.1% |
| YTD | +67.9% | +7.8% | +60.1% | +43.2% |
| 1Y | +72.4% | -12.2% | +84.5% | +73.1% |
| 3Y | +48.4% | -28.9% | +77.4% | +77.0% |
| 5Y | +20.1% | -22.8% | +42.8% | +35.3% |
| 10Y | +768.2% | +266.1% | +502.1% | +283.0% |
| All | +768.2% | +263.0% | +505.2% | +283.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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