+42.8%
ENTG vs CNH
+19.9%
+22.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.2% | +0.9% |
| 7D | -17.1% | -1.7% | -15.4% | -16.0% |
| 30D | -23.0% | -7.2% | -15.8% | -19.8% |
| 3M | -10.2% | +6.5% | -16.8% | -16.6% |
| 6M | -17.8% | +7.9% | -25.6% | -24.5% |
| YTD | +52.4% | +26.6% | +25.8% | +23.7% |
| 1Y | +49.8% | +13.8% | +36.0% | +30.6% |
| All | +42.8% | +19.9% | +22.9% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling