+5,648.9%
CRM vs ENTG
+1,187.9%
+4,461.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.5% | +0.7% |
| 7D | -8.1% | +5.1% | -13.2% | -9.7% |
| 30D | +23.1% | -8.5% | +31.6% | +25.5% |
| 3M | +42.5% | +6.7% | +35.8% | +32.2% |
| 6M | +25.3% | +17.7% | +7.6% | +9.7% |
| YTD | -7.8% | +63.5% | -71.3% | -29.1% |
| 1Y | +1.0% | +73.6% | -72.6% | -25.2% |
| 3Y | +10.0% | +44.6% | -34.6% | -18.8% |
| 5Y | -3.9% | +16.1% | -20.0% | -27.3% |
| 10Y | +233.2% | +775.8% | -542.7% | +23.0% |
| All | +5,648.9% | +1,187.9% | +4,461.1% | +1,839.2% |
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