+51.5%
ENTG vs CRS
+636.8%
-585.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +8.9% | -0.5% | +9.5% | +9.1% |
| 30D | -0.8% | -18.1% | +17.3% | +8.5% |
| 3M | +6.6% | -12.4% | +19.0% | +14.7% |
| 6M | +22.1% | +15.9% | +6.1% | +17.2% |
| YTD | +70.2% | +45.8% | +24.3% | +49.3% |
| 1Y | +76.7% | +87.8% | -11.0% | +39.2% |
| All | +51.5% | +636.8% | -585.3% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 3y: compounded portfolio wealth divided by compounded CRS 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…
3y analysis · Full analysis span regression · 6 months rolling