+743.3%
ENTG vs CNH
+107.8%
+635.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | +1.3% |
| 7D | -9.3% | +4.5% | -13.8% | -11.2% |
| 30D | -16.4% | +7.6% | -24.0% | -19.9% |
| 3M | -3.8% | +17.0% | -20.8% | -13.8% |
| 6M | -6.9% | +12.9% | -19.9% | -15.0% |
| YTD | +65.0% | +34.3% | +30.7% | +36.4% |
| 1Y | +61.7% | +28.5% | +33.2% | +36.9% |
| 3Y | +46.6% | +31.9% | +14.8% | +22.4% |
| 5Y | -2.7% | -9.6% | +6.9% | -3.5% |
| 10Y | +743.3% | +106.3% | +637.0% | +494.7% |
| All | +743.3% | +107.8% | +635.5% | +494.7% |
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