+764.3%
ENTG vs CRL
+249.3%
+514.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.9% | -2.0% | -2.9% |
| 7D | +5.1% | -6.9% | +12.1% | +9.2% |
| 30D | -8.5% | -3.2% | -5.3% | -7.0% |
| 3M | +6.7% | +46.5% | -39.8% | -14.9% |
| 6M | +17.7% | +63.1% | -45.4% | -13.0% |
| YTD | +63.5% | +36.9% | +26.6% | +32.5% |
| 1Y | +73.6% | +78.1% | -4.5% | +19.8% |
| 3Y | +44.6% | +36.7% | +7.9% | +7.8% |
| 5Y | +16.1% | -38.1% | +54.2% | +33.6% |
| All | +764.3% | +249.3% | +514.9% | +275.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling