+21.8%
ENTG vs CLX
-37.0%
+58.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.5% | +1.7% |
| 7D | +8.9% | -4.9% | +13.9% | +9.7% |
| 30D | -0.8% | -15.8% | +15.0% | +1.6% |
| 3M | +6.6% | -7.9% | +14.5% | +7.4% |
| 6M | +22.1% | -19.0% | +41.1% | +26.1% |
| YTD | +70.2% | -7.9% | +78.1% | +71.8% |
| 1Y | +76.7% | -25.4% | +102.1% | +85.3% |
| 3Y | +50.5% | -35.0% | +85.5% | +60.9% |
| 5Y | +21.8% | -36.8% | +58.6% | +22.1% |
| All | +21.8% | -37.0% | +58.8% | +22.1% |
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