+769.3%
ENTG vs CLX
+32.0%
+737.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.2% | -5.0% | -3.9% |
| 7D | +15.2% | +9.5% | +5.7% | +13.8% |
| 30D | -3.6% | +30.7% | -34.3% | -7.3% |
| 3M | -10.0% | +4.2% | -14.2% | -10.4% |
| 6M | +1.8% | +22.1% | -20.3% | -1.8% |
| YTD | +75.5% | +14.1% | +61.4% | +71.4% |
| 1Y | +82.4% | +10.3% | +72.1% | +79.2% |
| 3Y | +58.5% | -7.8% | +66.3% | +59.1% |
| 5Y | +0.4% | -20.8% | +21.2% | +2.2% |
| All | +769.3% | +32.0% | +737.3% | +635.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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