+743.3%
ENTG vs CP
+255.2%
+488.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.9% |
| 7D | -9.3% | +2.8% | -12.1% | -11.2% |
| 30D | -16.4% | +11.0% | -27.4% | -23.1% |
| 3M | -3.8% | +3.8% | -7.7% | -7.3% |
| 6M | -6.9% | +9.5% | -16.4% | -14.5% |
| YTD | +65.0% | +28.2% | +36.8% | +34.5% |
| 1Y | +61.7% | +33.0% | +28.7% | +28.5% |
| 3Y | +46.6% | +35.5% | +11.1% | +15.1% |
| 5Y | -2.7% | +25.8% | -28.5% | -20.0% |
| 10Y | +743.3% | +250.7% | +492.6% | +264.9% |
| All | +743.3% | +255.2% | +488.1% | +264.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling