+56.3%
ENTG vs CF
+58.0%
-1.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.1% | +9.5% | +9.4% |
| 7D | -7.6% | -0.9% | -6.7% | -7.5% |
| 30D | -15.5% | +6.9% | -22.4% | -15.0% |
| 3M | -7.8% | +4.8% | -12.7% | -7.6% |
| 6M | -5.9% | +4.7% | -10.6% | -6.0% |
| YTD | +66.7% | +56.5% | +10.3% | +45.7% |
| 1Y | +62.1% | +48.4% | +13.7% | +43.5% |
| 3Y | +56.3% | +59.1% | -2.9% | +28.2% |
| All | +56.3% | +58.0% | -1.7% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling