+280.6%
CME vs ENTG
+786.9%
-506.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.9% |
| 7D | -0.6% | +8.9% | -9.6% | -1.2% |
| 30D | +4.7% | -0.8% | +5.5% | +4.6% |
| 3M | +7.8% | +6.6% | +1.3% | +6.2% |
| 6M | -11.0% | +22.1% | -33.1% | -13.9% |
| YTD | +4.0% | +70.2% | -66.2% | -3.0% |
| 1Y | +9.1% | +76.7% | -67.6% | +0.7% |
| 3Y | +52.3% | +50.5% | +1.8% | +37.3% |
| 5Y | +76.1% | +21.8% | +54.3% | +57.7% |
| 10Y | +280.6% | +811.7% | -531.1% | +112.6% |
| All | +280.6% | +786.9% | -506.3% | +112.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling