+153.3%
CMI vs ENTG
+45.4%
+107.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -0.9% | +0.6% |
| 7D | -0.7% | +1.2% | -1.9% | -1.1% |
| 30D | -12.4% | -12.9% | +0.5% | -8.9% |
| 3M | -14.8% | -3.1% | -11.7% | -15.8% |
| 6M | +0.8% | +21.0% | -20.2% | -7.5% |
| YTD | +10.2% | +67.0% | -56.8% | -8.4% |
| 1Y | +37.4% | +68.6% | -31.2% | +12.7% |
| 3Y | +153.3% | +48.6% | +104.6% | +93.5% |
| All | +153.3% | +45.4% | +107.9% | +93.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling