+42.1%
ENTG vs CFG
+168.6%
-126.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +3.3% |
| 7D | -17.1% | -0.9% | -16.2% | -16.5% |
| 30D | -23.0% | +1.1% | -24.1% | -23.7% |
| 3M | -10.2% | -12.0% | +1.8% | -1.5% |
| 6M | -17.8% | -2.2% | -15.5% | -17.2% |
| YTD | +52.4% | +11.4% | +41.0% | +38.8% |
| 1Y | +49.8% | +27.8% | +21.9% | +23.1% |
| 3Y | +42.1% | +173.3% | -131.2% | -26.2% |
| All | +42.1% | +168.6% | -126.5% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling