+65.3%
CME vs ENTG
+64.3%
+1.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +11.3% | -9.1% | +3.2% |
| 7D | +2.5% | +7.9% | -5.5% | +3.3% |
| 30D | +13.9% | -3.6% | +17.5% | +14.1% |
| 3M | +22.4% | +2.7% | +19.6% | +23.5% |
| 6M | +12.9% | +3.6% | +9.3% | +15.2% |
| YTD | +19.6% | +83.6% | -64.0% | +27.4% |
| 1Y | +17.7% | +84.9% | -67.2% | +25.6% |
| All | +65.3% | +64.3% | +1.1% | +81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling