-10.7%
CMG vs ENTG
+76.2%
-87.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.2% | -7.8% | -2.0% |
| 7D | -2.8% | +2.8% | -5.6% | -3.0% |
| 30D | +7.1% | -4.7% | +11.8% | +7.3% |
| 3M | +31.2% | -0.7% | +31.9% | +27.9% |
| 6M | +0.7% | +7.7% | -7.0% | -4.7% |
| YTD | -0.1% | +65.1% | -65.2% | -16.8% |
| 1Y | -10.7% | +74.8% | -85.5% | -26.9% |
| All | -10.7% | +76.2% | -87.0% | -26.9% |
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