+9.1%
CME vs ENTG
+75.0%
-65.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.7% |
| 7D | -0.6% | +8.9% | -9.6% | +0.2% |
| 30D | +4.7% | -0.8% | +5.5% | +4.8% |
| 3M | +7.8% | +6.6% | +1.3% | +9.4% |
| 6M | -11.0% | +22.1% | -33.1% | -8.5% |
| YTD | +4.0% | +70.2% | -66.2% | +8.8% |
| 1Y | +9.1% | +76.7% | -67.6% | +15.5% |
| All | +9.1% | +75.0% | -65.9% | +15.5% |
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