+16.2%
ENTG vs CDW
-19.1%
+35.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.2% | +6.8% |
| 7D | +2.8% | +3.2% | -0.3% | +0.5% |
| 30D | -4.7% | +9.3% | -14.0% | -11.2% |
| 3M | -0.7% | +9.8% | -10.5% | -9.9% |
| 6M | +7.7% | +23.3% | -15.6% | -17.2% |
| YTD | +65.1% | +13.7% | +51.4% | +34.4% |
| 1Y | +74.8% | -6.5% | +81.3% | +72.4% |
| 3Y | +36.9% | -25.2% | +62.1% | +65.0% |
| All | +16.2% | -19.1% | +35.4% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling