+1,218.5%
ENTG vs CNH
+32.2%
+1,186.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.2% | +1.3% |
| 7D | -17.1% | -1.7% | -15.4% | -16.2% |
| 30D | -23.0% | -7.2% | -15.8% | -20.5% |
| 3M | -10.2% | +6.5% | -16.8% | -14.6% |
| 6M | -17.8% | +7.9% | -25.6% | -22.3% |
| YTD | +52.4% | +26.6% | +25.8% | +32.7% |
| 1Y | +49.8% | +13.8% | +36.0% | +37.2% |
| 3Y | +42.1% | +9.2% | +32.9% | +32.3% |
| 5Y | -10.2% | -15.6% | +5.4% | -7.3% |
| 10Y | +756.0% | +119.2% | +636.8% | +500.3% |
| All | +1,218.5% | +32.2% | +1,186.3% | +853.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling