+48.4%
ENTG vs CLX
-34.1%
+82.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.8% |
| 7D | +8.9% | -3.5% | +12.5% | +9.2% |
| 30D | -7.2% | -11.9% | +4.6% | -6.5% |
| 3M | +6.4% | -2.6% | +9.0% | +6.3% |
| 6M | +25.7% | -18.2% | +43.8% | +29.1% |
| YTD | +67.9% | -5.9% | +73.8% | +70.1% |
| 1Y | +72.4% | -23.8% | +96.2% | +79.1% |
| 3Y | +48.4% | -33.6% | +82.0% | +76.6% |
| All | +48.4% | -34.1% | +82.6% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling