+1,097.4%
ENTG vs CP
+5,165.5%
-4,068.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.8% |
| 7D | -17.1% | +2.8% | -19.9% | -18.9% |
| 30D | -23.0% | +10.2% | -33.2% | -28.9% |
| 3M | -10.2% | +2.4% | -12.6% | -12.5% |
| 6M | -17.8% | +7.7% | -25.4% | -23.5% |
| YTD | +52.4% | +26.0% | +26.4% | +26.5% |
| 1Y | +49.8% | +34.6% | +15.2% | +18.7% |
| 3Y | +42.1% | +26.7% | +15.4% | +17.8% |
| 5Y | -10.2% | +24.9% | -35.1% | -25.1% |
| 10Y | +756.0% | +258.6% | +497.4% | +222.6% |
| All | +1,097.4% | +5,165.5% | -4,068.1% | -6.9% |
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