+1,037.5%
ENTG vs CF
+5,277.9%
-4,240.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +6.2% | -18.9% | -14.6% |
| 7D | -22.0% | +0.4% | -22.4% | -22.4% |
| 30D | -25.2% | +2.2% | -27.4% | -26.2% |
| 3M | -14.2% | +2.1% | -16.4% | -16.1% |
| 6M | -16.3% | -6.5% | -9.8% | -17.2% |
| YTD | +48.5% | +55.6% | -7.0% | +19.9% |
| 1Y | +41.4% | +42.3% | -0.9% | +17.5% |
| 3Y | +36.7% | +55.7% | -19.1% | +7.2% |
| 5Y | -12.5% | +122.4% | -134.9% | -42.5% |
| 10Y | +734.4% | +568.5% | +165.8% | +234.3% |
| All | +1,037.5% | +5,277.9% | -4,240.5% | +97.2% |
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