+4,100.0%
CMG vs ENTG
+1,252.8%
+2,847.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.4% |
| 7D | -1.5% | +8.9% | -10.4% | -3.6% |
| 30D | +12.7% | -7.2% | +19.9% | +14.2% |
| 3M | +26.3% | +6.4% | +19.9% | +20.1% |
| 6M | +4.5% | +25.7% | -21.2% | -6.2% |
| YTD | -0.1% | +67.9% | -68.0% | -17.6% |
| 1Y | -6.8% | +72.4% | -79.1% | -24.2% |
| 3Y | -5.0% | +48.4% | -53.4% | -23.9% |
| 5Y | -3.0% | +20.1% | -23.1% | -21.5% |
| 10Y | +323.6% | +768.2% | -444.6% | +100.4% |
| All | +4,100.0% | +1,252.8% | +2,847.2% | +1,622.0% |
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