+1,197.2%
ENTG vs CP
+5,121.5%
-3,924.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.8% | +5.9% |
| 7D | +2.8% | -2.7% | +5.5% | +4.8% |
| 30D | -4.7% | +0.2% | -4.8% | -4.7% |
| 3M | -0.7% | +2.6% | -3.3% | -3.3% |
| 6M | +7.7% | +6.0% | +1.7% | +2.5% |
| YTD | +65.1% | +24.9% | +40.1% | +39.3% |
| 1Y | +74.8% | +20.1% | +54.7% | +51.9% |
| 3Y | +36.9% | +16.4% | +20.5% | +21.4% |
| 5Y | +16.1% | +31.7% | -15.6% | -6.0% |
| 10Y | +740.3% | +223.9% | +516.5% | +243.7% |
| All | +1,197.2% | +5,121.5% | -3,924.3% | +2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling