+1,185.6%
ENTG vs CF
+5,992.8%
-4,807.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.5% |
| 7D | +8.9% | -0.9% | +9.9% | +9.2% |
| 30D | -7.2% | +18.1% | -25.3% | -12.5% |
| 3M | +6.4% | +23.4% | -17.0% | -2.1% |
| 6M | +25.7% | +17.1% | +8.6% | +13.9% |
| YTD | +67.9% | +76.2% | -8.4% | +31.5% |
| 1Y | +72.4% | +62.3% | +10.1% | +38.4% |
| 3Y | +48.4% | +71.8% | -23.4% | +13.7% |
| 5Y | +20.1% | +234.6% | -214.5% | -31.2% |
| 10Y | +768.1% | +574.3% | +193.9% | +249.7% |
| All | +1,185.6% | +5,992.8% | -4,807.2% | +116.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling