+72.4%
ENTG vs CNH
+20.6%
+51.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.6% | +7.2% | +4.8% |
| 7D | +8.9% | +8.8% | +0.1% | +3.4% |
| 30D | -7.2% | +24.7% | -31.9% | -19.8% |
| 3M | +6.4% | +27.3% | -20.9% | -9.2% |
| 6M | +25.7% | +23.2% | +2.5% | +9.3% |
| YTD | +67.9% | +48.9% | +18.9% | +25.3% |
| 1Y | +72.4% | +19.4% | +53.0% | +51.2% |
| All | +72.4% | +20.6% | +51.8% | +51.2% |
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