+743.3%
ENTG vs CF
+494.2%
+249.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.6% | -1.7% |
| 7D | -9.3% | +4.8% | -14.0% | -10.4% |
| 30D | -16.4% | +9.7% | -26.1% | -18.5% |
| 3M | -3.8% | +1.2% | -5.1% | -5.0% |
| 6M | -6.9% | +7.4% | -14.3% | -10.7% |
| YTD | +65.0% | +60.5% | +4.4% | +35.5% |
| 1Y | +61.7% | +50.7% | +10.9% | +35.3% |
| 3Y | +46.6% | +64.8% | -18.2% | +16.2% |
| 5Y | -2.7% | +115.8% | -118.5% | -32.7% |
| 10Y | +743.3% | +481.0% | +262.3% | +311.5% |
| All | +743.3% | +494.2% | +249.1% | +311.5% |
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