+65.7%
ENTG vs CHRW
-10.6%
+76.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.2% | -6.7% | -6.5% |
| 7D | -10.3% | +4.9% | -15.2% | -11.2% |
| 30D | -14.4% | -4.8% | -9.5% | -13.9% |
| 3M | -1.1% | -13.1% | +12.0% | +1.5% |
| 6M | +3.0% | -16.3% | +19.3% | +5.1% |
| YTD | +70.1% | -15.8% | +85.9% | +57.7% |
| 1Y | +65.7% | -11.1% | +76.9% | +45.6% |
| All | +65.7% | -10.6% | +76.3% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 1y: compounded portfolio wealth divided by compounded CHRW 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…
1y analysis · Full analysis span regression · 6 months rolling