+1,741.2%
ENTG vs CG
+278.1%
+1,463.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | +1.6% |
| 7D | +22.8% | -1.5% | +24.3% | +23.8% |
| 30D | -4.9% | +5.7% | -10.6% | -8.2% |
| 3M | -4.8% | -17.9% | +13.1% | +4.4% |
| 6M | +5.6% | -20.2% | +25.8% | +17.4% |
| YTD | +82.4% | -32.0% | +114.4% | +118.5% |
| 1Y | +82.9% | -27.0% | +109.9% | +111.4% |
| 3Y | +62.1% | +42.8% | +19.4% | +33.1% |
| 5Y | +4.3% | -23.4% | +27.7% | +11.2% |
| 10Y | +793.4% | +278.2% | +515.2% | +428.7% |
| All | +1,741.2% | +278.1% | +1,463.1% | +883.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling