-10.0%
CRM vs ENTG
+63.3%
-73.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.5% | +8.7% | +1.3% |
| 7D | -6.2% | -10.3% | +4.1% | -7.6% |
| 30D | -1.2% | -14.4% | +13.2% | -2.9% |
| 3M | +19.1% | -1.1% | +20.2% | +20.0% |
| 6M | +23.0% | +3.0% | +20.0% | +25.3% |
| YTD | -13.7% | +70.1% | -83.8% | -16.2% |
| 1Y | -10.0% | +65.7% | -75.7% | -12.3% |
| All | -10.0% | +63.3% | -73.3% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling