+13,395.6%
CMI vs ENTG
+1,257.1%
+12,138.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.4% |
| 7D | +1.9% | +8.9% | -7.1% | -0.7% |
| 30D | -12.5% | -7.2% | -5.3% | -10.8% |
| 3M | -16.2% | +6.4% | -22.6% | -19.6% |
| 6M | +4.9% | +25.7% | -20.8% | -4.9% |
| YTD | +11.1% | +67.9% | -56.7% | -8.1% |
| 1Y | +43.4% | +72.4% | -29.0% | +16.1% |
| 3Y | +154.1% | +48.4% | +105.6% | +104.3% |
| 5Y | +169.5% | +20.1% | +149.4% | +115.0% |
| 10Y | +503.8% | +768.2% | -264.4% | +144.2% |
| All | +13,395.6% | +1,257.1% | +12,138.5% | +2,905.5% |
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 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