+1,197.2%
ENTG vs CHRW
+1,841.9%
-644.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.1% | +5.1% | +5.5% |
| 7D | +2.8% | -1.4% | +4.2% | +3.7% |
| 30D | -4.7% | -3.5% | -1.2% | -2.8% |
| 3M | -0.7% | -19.4% | +18.7% | +10.3% |
| 6M | +7.7% | -21.4% | +29.1% | +20.5% |
| YTD | +65.1% | -7.1% | +72.2% | +64.9% |
| 1Y | +74.8% | +17.8% | +57.0% | +47.4% |
| 3Y | +36.9% | +78.8% | -41.9% | -15.4% |
| 5Y | +16.1% | +83.5% | -67.4% | -30.6% |
| 10Y | +740.3% | +160.2% | +580.1% | +274.0% |
| All | +1,197.2% | +1,841.9% | -644.6% | +106.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling