+65.7%
ENTG vs CRL
+85.3%
-19.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -7.3% | +0.8% | -3.8% |
| 7D | -10.3% | -12.8% | +2.4% | -5.8% |
| 30D | -14.4% | +5.0% | -19.3% | -15.4% |
| 3M | -1.1% | +39.4% | -40.5% | -11.8% |
| 6M | +3.0% | +89.4% | -86.4% | -19.0% |
| YTD | +70.1% | +63.6% | +6.5% | +44.4% |
| 1Y | +65.7% | +83.5% | -17.7% | +34.0% |
| All | +65.7% | +85.3% | -19.6% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling