+811.7%
ENTG vs CNH
+157.1%
+654.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +0.2% |
| 7D | +8.9% | +1.8% | +7.1% | +7.7% |
| 30D | -0.8% | +32.6% | -33.5% | -16.2% |
| 3M | +6.6% | +29.4% | -22.9% | -8.6% |
| 6M | +22.1% | +26.0% | -3.9% | +5.6% |
| YTD | +70.2% | +52.2% | +18.0% | +32.6% |
| 1Y | +76.7% | +23.9% | +52.8% | +53.9% |
| 3Y | +50.5% | +10.1% | +40.3% | +37.3% |
| 5Y | +21.8% | +13.2% | +8.6% | +8.7% |
| 10Y | +811.7% | +160.7% | +651.1% | +428.3% |
| All | +811.7% | +157.1% | +654.6% | +428.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling