+21.8%
ENTG vs CLBK
+41.8%
-20.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.9% |
| 7D | +8.9% | -1.5% | +10.4% | +9.5% |
| 30D | -0.8% | +6.7% | -7.5% | -3.1% |
| 3M | +6.6% | +21.2% | -14.6% | -1.4% |
| 6M | +22.1% | +42.0% | -19.9% | +6.2% |
| YTD | +70.2% | +63.3% | +6.9% | +39.9% |
| 1Y | +76.7% | +65.4% | +11.3% | +44.5% |
| 3Y | +50.5% | +52.5% | -2.0% | +24.4% |
| 5Y | +21.8% | +42.0% | -20.2% | +0.7% |
| All | +21.8% | +41.8% | -20.0% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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