+768.1%
ENTG vs CP
+219.6%
+548.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.1% |
| 7D | +8.9% | +2.4% | +6.5% | +7.0% |
| 30D | -7.2% | -0.5% | -6.7% | -6.8% |
| 3M | +6.4% | +1.4% | +5.0% | +4.5% |
| 6M | +25.7% | +10.3% | +15.4% | +15.6% |
| YTD | +67.9% | +24.3% | +43.6% | +41.2% |
| 1Y | +72.4% | +20.4% | +51.9% | +48.6% |
| 3Y | +48.4% | +21.8% | +26.7% | +26.3% |
| 5Y | +20.1% | +31.5% | -11.5% | -3.3% |
| 10Y | +768.1% | +223.2% | +544.9% | +271.1% |
| All | +768.1% | +219.6% | +548.5% | +271.1% |
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