+764.3%
ENTG vs CHD
+125.6%
+638.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.6% | -3.7% |
| 7D | +5.1% | -4.7% | +9.8% | +6.1% |
| 30D | -8.5% | -8.3% | -0.2% | -7.1% |
| 3M | +6.7% | -4.0% | +10.7% | +7.0% |
| 6M | +17.7% | -6.5% | +24.3% | +18.6% |
| YTD | +63.5% | +13.1% | +50.4% | +57.3% |
| 1Y | +73.6% | +2.3% | +71.3% | +70.6% |
| 3Y | +44.6% | +1.8% | +42.8% | +39.8% |
| 5Y | +16.1% | +20.6% | -4.5% | +3.4% |
| All | +764.3% | +125.6% | +638.7% | +533.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling