+77.2%
CME vs ENTG
+18.8%
+58.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.1% |
| 7D | -2.9% | +8.9% | -11.8% | -2.7% |
| 30D | +5.5% | -7.2% | +12.8% | +5.4% |
| 3M | +11.0% | +6.4% | +4.6% | +11.1% |
| 6M | -9.7% | +25.7% | -35.4% | -9.8% |
| YTD | +4.9% | +67.9% | -63.0% | +4.3% |
| 1Y | +10.1% | +72.4% | -62.3% | +9.4% |
| 3Y | +53.5% | +48.4% | +5.1% | +50.6% |
| 5Y | +77.2% | +20.1% | +57.1% | +80.0% |
| All | +77.2% | +18.8% | +58.4% | +80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling