+1,197.2%
ENTG vs CPB
+69.5%
+1,127.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.4% | +9.5% | +7.0% |
| 7D | +2.8% | -8.6% | +11.4% | +5.2% |
| 30D | -4.7% | -7.2% | +2.6% | -3.0% |
| 3M | -0.7% | +0.9% | -1.6% | -2.4% |
| 6M | +7.7% | -11.8% | +19.5% | +9.6% |
| YTD | +65.1% | -19.4% | +84.5% | +71.9% |
| 1Y | +74.8% | -30.4% | +105.2% | +89.3% |
| 3Y | +36.9% | -40.2% | +77.1% | +50.8% |
| 5Y | +16.1% | -39.5% | +55.6% | +23.3% |
| 10Y | +740.3% | -47.4% | +787.7% | +787.3% |
| All | +1,197.2% | +69.5% | +1,127.7% | +671.4% |
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