+18.1%
ENTG vs CRL
-35.7%
+53.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.7% | +7.8% | +7.0% |
| 7D | +2.8% | -1.0% | +3.9% | +3.3% |
| 30D | -4.7% | +10.7% | -15.3% | -9.6% |
| 3M | -0.7% | +55.3% | -56.0% | -21.6% |
| 6M | +7.7% | +60.7% | -52.9% | -17.8% |
| YTD | +65.1% | +44.6% | +20.4% | +32.4% |
| 1Y | +74.8% | +77.7% | -3.0% | +24.4% |
| 3Y | +36.9% | +37.6% | -0.7% | +4.7% |
| All | +18.1% | -35.7% | +53.7% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling