+20.1%
ENTG vs CNP
+76.4%
-56.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.4% |
| 7D | +8.9% | +1.6% | +7.3% | +8.4% |
| 30D | -7.2% | -0.8% | -6.4% | -7.0% |
| 3M | +6.4% | -3.6% | +10.0% | +6.8% |
| 6M | +25.7% | -6.9% | +32.6% | +27.2% |
| YTD | +67.9% | +6.4% | +61.4% | +61.0% |
| 1Y | +72.4% | +9.9% | +62.4% | +62.6% |
| 3Y | +48.4% | +53.1% | -4.7% | +19.1% |
| 5Y | +20.1% | +72.0% | -51.9% | -5.0% |
| All | +20.1% | +76.4% | -56.4% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 5y: compounded portfolio wealth divided by compounded CNP 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…
5y analysis · Full analysis span regression · 6 months rolling