+12.9%
CME vs ENTG
+4.3%
+8.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +11.3% | -9.1% | +3.7% |
| 7D | +2.5% | +7.9% | -5.5% | +3.6% |
| 30D | +13.9% | -3.6% | +17.5% | +13.9% |
| 3M | +22.4% | +2.7% | +19.6% | +23.9% |
| 6M | +12.9% | +3.6% | +9.3% | +15.2% |
| All | +12.9% | +4.3% | +8.5% | +15.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling