+1,197.2%
ENTG vs CHD
+4,178.1%
-2,980.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.2% |
| 7D | +2.8% | -2.7% | +5.5% | +4.0% |
| 30D | -4.7% | -4.6% | -0.1% | -3.0% |
| 3M | -0.7% | +5.0% | -5.8% | -4.1% |
| 6M | +7.7% | -3.2% | +10.9% | +7.6% |
| YTD | +65.1% | +18.6% | +46.4% | +50.7% |
| 1Y | +74.8% | +4.8% | +70.0% | +67.5% |
| 3Y | +36.9% | +6.1% | +30.8% | +26.7% |
| 5Y | +16.1% | +24.0% | -7.9% | -2.8% |
| 10Y | +740.3% | +124.5% | +615.9% | +390.2% |
| All | +1,197.2% | +4,178.1% | -2,980.9% | +189.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling