+811.7%
ENTG vs CHRW
+170.5%
+641.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.3% |
| 7D | +8.9% | +4.1% | +4.9% | +7.1% |
| 30D | -0.8% | +1.9% | -2.7% | -1.7% |
| 3M | +6.6% | -21.2% | +27.7% | +16.7% |
| 6M | +22.1% | -16.7% | +38.7% | +29.6% |
| YTD | +70.2% | -5.4% | +75.5% | +69.0% |
| 1Y | +76.7% | +21.2% | +55.5% | +53.6% |
| 3Y | +50.5% | +86.5% | -36.0% | +1.7% |
| 5Y | +21.8% | +93.0% | -71.2% | -19.2% |
| 10Y | +811.7% | +174.5% | +637.2% | +356.0% |
| All | +811.7% | +170.5% | +641.2% | +356.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling