+1,565.3%
ENTG vs CG
+300.6%
+1,264.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.4% | -0.3% |
| 7D | -9.3% | +2.0% | -11.2% | -10.0% |
| 30D | -16.4% | +8.5% | -24.9% | -20.3% |
| 3M | -3.8% | -12.1% | +8.3% | +1.9% |
| 6M | -6.9% | -16.4% | +9.5% | +1.1% |
| YTD | +65.0% | -28.0% | +92.9% | +92.0% |
| 1Y | +61.7% | -18.9% | +80.6% | +76.9% |
| 3Y | +46.6% | +51.2% | -4.6% | +17.0% |
| 5Y | -2.7% | -15.9% | +13.2% | -0.7% |
| 10Y | +743.3% | +305.9% | +437.4% | +383.1% |
| All | +1,565.3% | +300.6% | +1,264.7% | +764.4% |
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