+0.2%
ENTG vs CHD
+33.2%
-33.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.4% | -5.2% | -3.7% |
| 7D | +15.2% | +3.6% | +11.5% | +15.3% |
| 30D | -3.6% | +10.4% | -14.0% | -3.3% |
| 3M | -10.0% | +12.2% | -22.1% | -9.6% |
| 6M | +1.8% | +19.9% | -18.1% | +1.7% |
| YTD | +75.5% | +36.4% | +39.1% | +73.2% |
| 1Y | +82.4% | +35.1% | +47.3% | +80.1% |
| 3Y | +58.5% | +29.2% | +29.3% | +54.3% |
| All | +0.2% | +33.2% | -33.0% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling