+770.1%
ENTG vs CFG
+248.3%
+521.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.9% | +6.5% | +8.0% |
| 7D | -7.6% | +0.3% | -7.8% | -7.6% |
| 30D | -15.5% | +3.2% | -18.7% | -16.7% |
| 3M | -7.8% | -9.7% | +1.9% | -3.2% |
| 6M | -5.9% | +3.6% | -9.6% | -7.9% |
| YTD | +66.7% | +14.7% | +52.1% | +55.9% |
| 1Y | +62.1% | +29.6% | +32.5% | +43.0% |
| 3Y | +56.3% | +190.6% | -134.3% | -4.1% |
| 5Y | -3.8% | +67.1% | -70.9% | -25.8% |
| 10Y | +770.1% | +237.0% | +533.1% | +432.7% |
| All | +770.1% | +248.3% | +521.8% | +432.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling