+20.1%
ENTG vs CG
+9.5%
+10.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +3.2% |
| 7D | +8.9% | -1.3% | +10.2% | +9.8% |
| 30D | -7.2% | -3.2% | -4.1% | -5.6% |
| 3M | +6.4% | +6.2% | +0.2% | +1.1% |
| 6M | +25.7% | -4.7% | +30.3% | +28.0% |
| YTD | +67.9% | -20.6% | +88.5% | +92.9% |
| 1Y | +72.4% | -26.4% | +98.7% | +109.2% |
| 3Y | +48.4% | +55.4% | -6.9% | +0.1% |
| 5Y | +20.1% | +9.8% | +10.2% | +0.2% |
| All | +20.1% | +9.5% | +10.6% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 5y: compounded portfolio wealth divided by compounded CG 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…
5y analysis · Full analysis span regression · 6 months rolling