+21.8%
ENTG vs CHD
+19.3%
+2.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.4% |
| 7D | +8.9% | -4.2% | +13.1% | +9.0% |
| 30D | -0.8% | -7.6% | +6.8% | -0.7% |
| 3M | +6.6% | -1.6% | +8.1% | +6.4% |
| 6M | +22.1% | -6.3% | +28.4% | +22.5% |
| YTD | +70.2% | +14.6% | +55.6% | +67.3% |
| 1Y | +76.7% | +1.6% | +75.1% | +75.6% |
| 3Y | +50.5% | +3.1% | +47.3% | +47.6% |
| 5Y | +21.8% | +21.1% | +0.7% | +4.2% |
| All | +21.8% | +19.3% | +2.5% | +4.2% |
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