+44.6%
ENTG vs CFG
+189.1%
-144.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.2% | +6.2% |
| 7D | +2.8% | +1.5% | +1.3% | +1.7% |
| 30D | -4.7% | -3.8% | -0.8% | -1.8% |
| 3M | -0.7% | +11.5% | -12.2% | -8.6% |
| 6M | +7.7% | +19.2% | -11.5% | -5.2% |
| YTD | +65.1% | +23.7% | +41.4% | +41.2% |
| 1Y | +74.8% | +38.8% | +35.9% | +38.2% |
| All | +44.6% | +189.1% | -144.5% | -21.9% |
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