+2,484.7%
ENTG vs COPX
+198.0%
+2,286.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | -0.7% |
| 7D | +8.9% | +5.8% | +3.2% | +5.3% |
| 30D | -7.2% | +7.2% | -14.4% | -11.3% |
| 3M | +6.4% | +16.5% | -10.1% | -2.5% |
| 6M | +25.7% | +18.4% | +7.2% | +13.6% |
| YTD | +67.9% | +31.9% | +35.9% | +41.0% |
| 1Y | +72.4% | +88.5% | -16.1% | +18.1% |
| 3Y | +48.4% | +173.1% | -124.7% | -18.3% |
| 5Y | +20.1% | +193.1% | -173.0% | -37.7% |
| 10Y | +768.1% | +591.7% | +176.5% | +163.4% |
| All | +2,484.7% | +198.0% | +2,286.7% | +1,057.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling