-5.0%
CMG vs ENTG
+15.6%
-20.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +1.1% |
| 7D | -3.8% | +5.1% | -9.0% | -5.0% |
| 30D | +12.9% | -8.5% | +21.4% | +14.6% |
| 3M | +18.8% | +6.7% | +12.1% | +12.9% |
| 6M | +4.1% | +17.7% | -13.7% | -5.2% |
| YTD | -2.4% | +63.5% | -65.8% | -19.8% |
| 1Y | -6.7% | +73.6% | -80.2% | -25.2% |
| 3Y | -7.1% | +44.6% | -51.7% | -26.8% |
| 5Y | -5.0% | +16.1% | -21.1% | -23.4% |
| All | -5.0% | +15.6% | -20.5% | -23.4% |
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 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