+74.8%
ENTG vs CHD
+7.1%
+67.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.1% |
| 7D | +2.8% | -2.7% | +5.5% | +2.1% |
| 30D | -4.7% | -4.6% | -0.1% | -5.6% |
| 3M | -0.7% | +5.0% | -5.8% | 0.0% |
| 6M | +7.7% | -3.2% | +10.9% | +9.4% |
| YTD | +65.1% | +18.6% | +46.4% | +66.5% |
| 1Y | +74.8% | +4.8% | +70.0% | +71.8% |
| All | +74.8% | +7.1% | +67.7% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling