+2,040.4%
ENTG vs CPAY
+1,524.4%
+516.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +8.9% | -2.5% | +11.4% | +10.3% |
| 30D | -0.8% | +1.3% | -2.1% | -1.7% |
| 3M | +6.6% | +13.5% | -6.9% | -2.3% |
| 6M | +22.1% | +24.7% | -2.6% | +4.7% |
| YTD | +70.2% | +34.9% | +35.2% | +38.0% |
| 1Y | +76.7% | +29.7% | +47.0% | +46.1% |
| 3Y | +50.5% | +49.4% | +1.1% | +15.9% |
| 5Y | +21.8% | +53.5% | -31.7% | -8.1% |
| 10Y | +811.7% | +152.5% | +659.3% | +420.6% |
| All | +2,040.4% | +1,524.4% | +516.1% | +340.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling