+1,197.2%
ENTG vs CRL
+1,054.0%
+143.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.5% |
| 3M | -0.7% | +55.3% | -56.0% | -20.9% |
| 6M | +7.7% | +60.7% | -52.9% | -16.8% |
| YTD | +65.1% | +44.6% | +20.4% | +33.4% |
| 1Y | +74.8% | +77.7% | -3.0% | +26.6% |
| 3Y | +36.9% | +37.6% | -0.7% | +6.3% |
| 5Y | +16.1% | -35.8% | +51.9% | +27.0% |
| 10Y | +740.3% | +241.7% | +498.6% | +308.4% |
| All | +1,197.2% | +1,054.0% | +143.2% | +272.1% |
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 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