+61.7%
ENTG vs CP
+32.8%
+28.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -9.3% | +2.8% | -12.1% | -10.3% |
| 30D | -16.4% | +11.0% | -27.4% | -20.9% |
| 3M | -3.8% | +3.8% | -7.7% | -5.3% |
| 6M | -6.9% | +9.5% | -16.4% | -12.6% |
| YTD | +65.0% | +28.2% | +36.8% | +37.3% |
| 1Y | +61.7% | +33.0% | +28.7% | +27.3% |
| All | +61.7% | +32.8% | +28.9% | +27.3% |
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