+49.4%
ENTG vs CHD
+3.2%
+46.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +1.4% |
| 7D | +8.9% | -2.9% | +11.8% | +8.4% |
| 30D | -7.2% | -6.2% | -1.0% | -8.0% |
| 3M | +6.4% | +1.6% | +4.8% | +6.7% |
| 6M | +25.7% | -3.5% | +29.2% | +25.9% |
| YTD | +67.9% | +16.2% | +51.6% | +69.9% |
| 1Y | +72.4% | +3.4% | +69.0% | +72.5% |
| All | +49.4% | +3.2% | +46.1% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling