+19.6%
CME vs ENTG
+63.3%
-43.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.5% | +7.9% | +0.6% |
| 7D | +4.8% | -10.3% | +15.2% | +3.5% |
| 30D | +14.2% | -14.4% | +28.5% | +12.6% |
| 3M | +17.9% | -1.1% | +19.0% | +18.6% |
| 6M | +7.2% | +3.0% | +4.3% | +9.7% |
| YTD | +16.7% | +70.1% | -53.4% | +24.7% |
| 1Y | +19.6% | +65.7% | -46.2% | +27.7% |
| All | +19.6% | +63.3% | -43.8% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 1y: compounded portfolio wealth divided by compounded ENTG 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…
1y analysis · Full analysis span regression · 6 months rolling