+1,196.5%
ENTG vs CPB
+81.4%
+1,115.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | -9.3% | +2.9% | -12.2% | -10.1% |
| 30D | -16.4% | +17.6% | -34.0% | -20.4% |
| 3M | -3.8% | +2.0% | -5.9% | -5.5% |
| 6M | -6.9% | +11.6% | -18.6% | -11.8% |
| YTD | +65.0% | -13.8% | +78.7% | +67.3% |
| 1Y | +61.7% | -21.6% | +83.3% | +68.4% |
| 3Y | +46.6% | -35.8% | +82.5% | +57.7% |
| 5Y | -2.7% | -33.3% | +30.6% | -0.4% |
| 10Y | +743.3% | -39.4% | +782.7% | +737.3% |
| All | +1,196.5% | +81.4% | +1,115.1% | +651.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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