+1,237.3%
ENTG vs CNI
+3,722.4%
-2,485.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +2.0% |
| 7D | +8.9% | +0.9% | +8.1% | +8.1% |
| 30D | -0.8% | -2.1% | +1.3% | +1.0% |
| 3M | +6.6% | +1.8% | +4.7% | +3.8% |
| 6M | +22.1% | +14.8% | +7.3% | +6.2% |
| YTD | +70.2% | +25.4% | +44.8% | +37.4% |
| 1Y | +76.7% | +32.9% | +43.8% | +35.9% |
| 3Y | +50.5% | +20.2% | +30.3% | +26.4% |
| 5Y | +21.8% | +12.2% | +9.6% | +9.9% |
| 10Y | +811.7% | +136.0% | +675.7% | +315.5% |
| All | +1,237.3% | +3,722.4% | -2,485.1% | -1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling