+1,328.4%
ENTG vs CNH
+64.7%
+1,263.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.0% | +2.1% | +4.2% |
| 7D | +2.8% | +23.3% | -20.5% | -7.6% |
| 30D | -4.7% | +33.5% | -38.1% | -18.0% |
| 3M | -0.7% | +32.7% | -33.4% | -14.3% |
| 6M | +7.7% | +22.2% | -14.5% | -3.5% |
| YTD | +65.1% | +57.7% | +7.4% | +30.4% |
| 1Y | +74.8% | +28.0% | +46.8% | +52.6% |
| 3Y | +36.9% | +11.5% | +25.4% | +26.0% |
| 5Y | +16.1% | +11.9% | +4.2% | +6.1% |
| 10Y | +740.3% | +162.8% | +577.6% | +439.1% |
| All | +1,328.4% | +64.7% | +1,263.7% | +836.3% |
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 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