+4.3%
ENTG vs CLX
-21.9%
+26.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -0.8% |
| 7D | +22.8% | +8.5% | +14.3% | +21.8% |
| 30D | -4.9% | +30.0% | -34.9% | -7.6% |
| 3M | -4.8% | +3.8% | -8.6% | -4.7% |
| 6M | +5.6% | +24.6% | -19.0% | +2.1% |
| YTD | +82.4% | +12.8% | +69.6% | +80.2% |
| 1Y | +82.9% | +8.6% | +74.3% | +81.9% |
| 3Y | +62.1% | -8.6% | +70.8% | +64.0% |
| 5Y | +4.3% | -21.8% | +26.1% | +6.6% |
| All | +4.3% | -21.9% | +26.2% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling