+1,197.2%
ENTG vs CLX
+350.6%
+846.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.3% | +7.5% | +6.7% |
| 7D | +2.8% | -9.2% | +12.1% | +6.8% |
| 30D | -4.7% | -11.0% | +6.4% | -0.3% |
| 3M | -0.7% | +5.0% | -5.8% | -4.2% |
| 6M | +7.7% | -18.8% | +26.5% | +15.0% |
| YTD | +65.1% | -4.4% | +69.5% | +64.2% |
| 1Y | +74.8% | -21.9% | +96.6% | +88.5% |
| 3Y | +36.9% | -32.8% | +69.7% | +53.7% |
| 5Y | +16.1% | -34.6% | +50.7% | +27.6% |
| 10Y | +740.3% | -4.7% | +745.0% | +576.3% |
| All | +1,197.2% | +350.6% | +846.7% | +332.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling