+16.2%
ENTG vs CF
+227.0%
-210.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.2% | +9.4% | +6.5% |
| 7D | +2.8% | +6.0% | -3.2% | +2.1% |
| 30D | -4.7% | +14.8% | -19.5% | -6.4% |
| 3M | -0.7% | +14.1% | -14.8% | -2.9% |
| 6M | +7.7% | +28.5% | -20.8% | 0.0% |
| YTD | +65.1% | +74.9% | -9.9% | +41.5% |
| 1Y | +74.8% | +61.7% | +13.1% | +52.4% |
| 3Y | +36.9% | +80.3% | -43.4% | +13.4% |
| All | +16.2% | +227.0% | -210.8% | -11.4% |
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