+1,219.2%
ENTG vs CRS
+6,420.5%
-5,201.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +3.3% |
| 7D | +8.9% | -3.1% | +12.0% | +10.4% |
| 30D | -7.2% | -19.6% | +12.4% | +2.4% |
| 3M | +6.4% | -8.1% | +14.5% | +11.6% |
| 6M | +25.7% | +18.6% | +7.1% | +17.4% |
| YTD | +67.9% | +45.9% | +22.0% | +41.6% |
| 1Y | +72.4% | +82.5% | -10.1% | +29.1% |
| 3Y | +48.4% | +648.9% | -600.5% | -45.0% |
| 5Y | +20.1% | +1,438.1% | -1,418.1% | -69.5% |
| 10Y | +768.1% | +1,327.0% | -558.8% | +77.1% |
| All | +1,219.2% | +6,420.5% | -5,201.3% | +32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling