+0.2%
ENTG vs CP
+25.5%
-25.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.4% |
| 7D | +15.2% | +2.1% | +13.0% | +13.4% |
| 30D | -3.6% | +9.3% | -13.0% | -11.0% |
| 3M | -10.0% | +0.5% | -10.4% | -11.1% |
| 6M | +1.8% | +10.4% | -8.6% | -8.0% |
| YTD | +75.5% | +28.7% | +46.8% | +38.5% |
| 1Y | +82.4% | +33.2% | +49.2% | +40.0% |
| 3Y | +58.5% | +38.4% | +20.1% | +16.4% |
| All | +0.2% | +25.5% | -25.3% | -23.3% |
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 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