+42.1%
ENTG vs CP
+26.5%
+15.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.8% |
| 7D | -17.1% | +2.8% | -19.9% | -19.0% |
| 30D | -23.0% | +10.2% | -33.2% | -29.3% |
| 3M | -10.2% | +2.4% | -12.6% | -12.5% |
| 6M | -17.8% | +7.7% | -25.4% | -24.2% |
| YTD | +52.4% | +26.0% | +26.4% | +21.7% |
| 1Y | +49.8% | +34.6% | +15.2% | +12.9% |
| 3Y | +42.1% | +26.7% | +15.4% | +11.5% |
| All | +42.1% | +26.5% | +15.6% | +11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling