+742.3%
ENTG vs CF
+575.3%
+167.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.2% | +9.4% | +6.9% |
| 7D | +2.8% | +6.0% | -3.2% | +1.2% |
| 30D | -4.7% | +14.8% | -19.5% | -8.3% |
| 3M | -0.7% | +14.1% | -14.8% | -5.0% |
| 6M | +7.7% | +28.5% | -20.8% | -3.6% |
| YTD | +65.1% | +74.9% | -9.9% | +34.1% |
| 1Y | +74.8% | +61.7% | +13.1% | +45.0% |
| 3Y | +36.9% | +80.3% | -43.4% | +6.8% |
| 5Y | +16.1% | +226.0% | -209.9% | -29.1% |
| All | +742.3% | +575.3% | +167.0% | +308.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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