+16.2%
ENTG vs CP
+32.0%
-15.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.8% | +5.9% |
| 7D | +2.8% | -2.7% | +5.5% | +5.1% |
| 30D | -4.7% | +0.2% | -4.8% | -4.7% |
| 3M | -0.7% | +2.6% | -3.3% | -3.6% |
| 6M | +7.7% | +6.0% | +1.7% | +1.6% |
| YTD | +65.1% | +24.9% | +40.1% | +35.2% |
| 1Y | +74.8% | +20.1% | +54.7% | +48.1% |
| 3Y | +36.9% | +16.4% | +20.5% | +17.1% |
| All | +16.2% | +32.0% | -15.8% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling