+322.0%
CMG vs ENTG
+797.5%
-475.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.3% |
| 7D | -2.1% | +1.2% | -3.2% | -2.4% |
| 30D | +10.9% | -12.9% | +23.8% | +14.3% |
| 3M | +15.8% | -3.1% | +18.9% | +12.7% |
| 6M | +6.9% | +21.0% | -14.1% | -4.1% |
| YTD | -2.2% | +67.0% | -69.2% | -21.3% |
| 1Y | -7.1% | +68.6% | -75.7% | -26.1% |
| 3Y | -7.1% | +48.6% | -55.8% | -28.4% |
| 5Y | -4.8% | +18.6% | -23.4% | -25.6% |
| All | +322.0% | +797.5% | -475.5% | +78.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling