+48.4%
ENTG vs CHRW
+86.2%
-37.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.2% |
| 7D | +8.9% | +1.9% | +7.0% | +8.4% |
| 30D | -7.2% | +0.9% | -8.2% | -7.5% |
| 3M | +6.4% | -19.9% | +26.3% | +12.3% |
| 6M | +25.7% | -15.8% | +41.5% | +30.3% |
| YTD | +67.9% | -5.6% | +73.4% | +68.1% |
| 1Y | +72.4% | +21.0% | +51.3% | +60.3% |
| 3Y | +48.4% | +86.0% | -37.6% | +20.2% |
| All | +48.4% | +86.2% | -37.7% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling