+16.1%
ENTG vs CRS
+1,358.7%
-1,342.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.7% | -2.9% |
| 7D | +5.1% | -4.1% | +9.2% | +7.2% |
| 30D | -8.5% | -16.6% | +8.1% | -0.4% |
| 3M | +6.7% | -14.3% | +21.0% | +15.9% |
| 6M | +17.7% | +11.6% | +6.1% | +13.9% |
| YTD | +63.5% | +42.6% | +20.9% | +41.7% |
| 1Y | +73.6% | +81.8% | -8.2% | +33.5% |
| 3Y | +44.6% | +632.1% | -587.5% | -42.6% |
| 5Y | +16.1% | +1,401.6% | -1,385.5% | -67.8% |
| All | +16.1% | +1,358.7% | -1,342.6% | -67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling