+74.8%
ENTG vs CNH
+29.2%
+45.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.0% | +2.1% | +3.8% |
| 7D | +2.8% | +23.3% | -20.5% | -9.4% |
| 30D | -4.7% | +33.5% | -38.1% | -20.6% |
| 3M | -0.7% | +32.7% | -33.4% | -17.0% |
| 6M | +7.7% | +22.2% | -14.5% | -4.9% |
| YTD | +65.1% | +57.7% | +7.4% | +19.4% |
| 1Y | +74.8% | +28.0% | +46.8% | +48.0% |
| All | +74.8% | +29.2% | +45.6% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling