+4.9%
ENTG vs CHRW
+60.9%
-56.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +3.7% | +7.6% | +9.9% |
| 7D | +7.9% | -0.1% | +8.0% | +8.3% |
| 30D | -3.6% | -4.3% | +0.7% | -2.5% |
| 3M | +2.7% | -7.4% | +10.2% | +4.4% |
| 6M | +3.6% | -20.7% | +24.3% | +10.1% |
| YTD | +83.6% | -15.9% | +99.5% | +88.1% |
| 1Y | +84.9% | -9.9% | +94.7% | +84.0% |
| 3Y | +63.2% | +79.0% | -15.8% | +11.1% |
| 5Y | +4.9% | +61.3% | -56.4% | -16.0% |
| All | +4.9% | +60.9% | -56.0% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling