+48.6%
ENTG vs CNI
+19.7%
+28.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.4% |
| 7D | +1.2% | -0.4% | +1.5% | +1.5% |
| 30D | -12.9% | -2.7% | -10.2% | -10.8% |
| 3M | -3.1% | +3.9% | -7.0% | -7.2% |
| 6M | +21.0% | +16.4% | +4.7% | +2.7% |
| YTD | +67.0% | +25.8% | +41.2% | +31.4% |
| 1Y | +68.6% | +32.4% | +36.2% | +26.2% |
| 3Y | +48.6% | +19.1% | +29.6% | +23.2% |
| All | +48.6% | +19.7% | +28.9% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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