+82.4%
ENTG vs CFG
+28.3%
+54.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.4% | -4.3% |
| 7D | +15.2% | +3.2% | +12.0% | +12.5% |
| 30D | -3.6% | +5.1% | -8.8% | -7.2% |
| 3M | -10.0% | -11.2% | +1.3% | -0.5% |
| 6M | +1.8% | +9.6% | -7.8% | -8.4% |
| YTD | +75.5% | +15.0% | +60.5% | +46.5% |
| 1Y | +82.4% | +29.9% | +52.5% | +33.4% |
| All | +82.4% | +28.3% | +54.1% | +33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling