+63.4%
ENTG vs CP
+33.1%
+30.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.0% | +7.4% | +8.6% |
| 7D | -7.6% | +2.8% | -10.4% | -8.6% |
| 30D | -15.5% | +11.3% | -26.8% | -20.1% |
| 3M | -7.8% | +2.9% | -10.7% | -8.7% |
| 6M | -5.9% | +9.8% | -15.7% | -11.8% |
| YTD | +66.7% | +28.5% | +38.2% | +38.6% |
| All | +63.4% | +33.1% | +30.3% | +28.5% |
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