+15.3%
ENTG vs CPAY
+55.3%
-39.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | +1.2% | -2.0% | +3.1% | +2.4% |
| 30D | -12.9% | -0.4% | -12.5% | -12.9% |
| 3M | -3.1% | +16.4% | -19.4% | -14.6% |
| 6M | +21.0% | +23.5% | -2.5% | +0.3% |
| YTD | +67.0% | +35.7% | +31.4% | +26.0% |
| 1Y | +68.6% | +30.2% | +38.5% | +30.7% |
| 3Y | +48.6% | +49.7% | -1.1% | +1.7% |
| All | +15.3% | +55.3% | -39.9% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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