+1,333.5%
ENTG vs CRL
+1,263.2%
+70.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.4% |
| 7D | +22.8% | +8.9% | +13.9% | +17.8% |
| 30D | -4.9% | +14.0% | -18.8% | -10.7% |
| 3M | -4.8% | +19.8% | -24.7% | -13.2% |
| 6M | +5.6% | +102.0% | -96.4% | -26.9% |
| YTD | +82.4% | +70.8% | +11.6% | +35.5% |
| 1Y | +82.9% | +98.7% | -15.9% | +26.0% |
| 3Y | +62.1% | +98.2% | -36.0% | +5.4% |
| 5Y | +4.3% | -11.7% | +16.0% | -1.9% |
| 10Y | +793.4% | +356.7% | +436.8% | +279.1% |
| All | +1,333.5% | +1,263.2% | +70.2% | +277.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling