+799.3%
ENTG vs CRL
+358.0%
+441.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -0.9% | +12.2% | +11.8% |
| 7D | +7.9% | +5.0% | +2.9% | +5.3% |
| 30D | -3.6% | +13.5% | -17.1% | -10.0% |
| 3M | +2.7% | +21.5% | -18.8% | -8.1% |
| 6M | +3.6% | +103.4% | -99.9% | -31.9% |
| YTD | +83.6% | +71.8% | +11.8% | +30.8% |
| 1Y | +84.9% | +97.5% | -12.7% | +21.4% |
| 3Y | +63.2% | +99.2% | -36.0% | -1.9% |
| 5Y | +4.9% | -12.1% | +17.1% | -0.2% |
| 10Y | +799.3% | +359.2% | +440.1% | +230.1% |
| All | +799.3% | +358.0% | +441.3% | +230.1% |
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