-11.8%
ENTG vs CDW
-10.5%
-1.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +3.1% |
| 7D | -17.1% | +2.1% | -19.2% | -18.9% |
| 30D | -23.0% | +14.7% | -37.7% | -30.9% |
| 3M | -10.2% | +11.1% | -21.3% | -19.3% |
| 6M | -17.8% | +45.6% | -63.3% | -43.1% |
| YTD | +52.4% | +17.1% | +35.3% | +18.4% |
| 1Y | +49.8% | +13.2% | +36.6% | +20.8% |
| 3Y | +42.1% | -22.2% | +64.3% | +62.6% |
| All | -11.8% | -10.5% | -1.4% | -16.2% |
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