+6,781.2%
CME vs ENTG
+1,477.5%
+5,303.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.2% | -6.4% | -1.5% |
| 7D | -1.6% | +2.8% | -4.4% | -2.2% |
| 30D | +6.2% | -4.7% | +10.9% | +6.7% |
| 3M | +10.4% | -0.7% | +11.2% | +7.2% |
| 6M | -9.5% | +7.7% | -17.2% | -14.9% |
| YTD | +6.0% | +65.1% | -59.1% | -9.7% |
| 1Y | +9.3% | +74.8% | -65.5% | -9.4% |
| 3Y | +57.7% | +36.9% | +20.8% | +28.3% |
| 5Y | +77.7% | +16.1% | +61.6% | +40.1% |
| 10Y | +281.2% | +740.3% | -459.1% | +64.5% |
| All | +6,781.2% | +1,477.5% | +5,303.7% | +1,651.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling