+0.2%
ENTG vs CF
+114.1%
-113.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.1% | -3.9% | -3.8% |
| 7D | +15.2% | +4.8% | +10.4% | +14.7% |
| 30D | -3.6% | +4.7% | -8.4% | -4.1% |
| 3M | -10.0% | +7.4% | -17.4% | -10.9% |
| 6M | +1.8% | +0.6% | +1.2% | +1.1% |
| YTD | +75.5% | +64.1% | +11.4% | +50.9% |
| 1Y | +82.4% | +51.4% | +31.0% | +59.9% |
| 3Y | +58.5% | +67.8% | -9.3% | +32.0% |
| All | +0.2% | +114.1% | -113.9% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling