+16.1%
ENTG vs COPX
+167.3%
-151.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -7.0% | +3.1% | +0.9% |
| 7D | +5.1% | -2.9% | +8.0% | +7.1% |
| 30D | -8.5% | 0.0% | -8.6% | -9.0% |
| 3M | +6.7% | +14.8% | -8.1% | -3.1% |
| 6M | +17.7% | +7.0% | +10.7% | +11.3% |
| YTD | +63.5% | +23.8% | +39.6% | +37.5% |
| 1Y | +73.6% | +75.7% | -2.1% | +14.8% |
| 3Y | +44.6% | +156.4% | -111.8% | -27.6% |
| 5Y | +16.1% | +167.6% | -151.5% | -45.4% |
| All | +16.1% | +167.3% | -151.2% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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