+65.7%
ENTG vs CP
+35.2%
+30.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.5% | -10.0% | -7.8% |
| 7D | -10.3% | +5.6% | -15.9% | -12.4% |
| 30D | -14.4% | +10.0% | -24.4% | -18.5% |
| 3M | -1.1% | +4.4% | -5.5% | -2.8% |
| 6M | +3.0% | +14.1% | -11.1% | -6.3% |
| YTD | +70.1% | +29.1% | +41.0% | +41.1% |
| 1Y | +65.7% | +34.6% | +31.2% | +28.6% |
| All | +65.7% | +35.2% | +30.5% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling