+65.7%
ENTG vs CHD
+30.9%
+34.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.6% | -9.1% | -5.0% |
| 7D | -10.3% | +6.9% | -17.3% | -6.8% |
| 30D | -14.4% | +17.1% | -31.5% | -7.7% |
| 3M | -1.1% | +9.1% | -10.2% | +4.4% |
| 6M | +3.0% | +21.4% | -18.4% | +10.3% |
| YTD | +70.1% | +34.9% | +35.2% | +79.4% |
| 1Y | +65.7% | +31.0% | +34.7% | +76.1% |
| All | +65.7% | +30.9% | +34.8% | +76.1% |
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