+74.8%
ENTG vs CMS
-1.9%
+76.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.3% | +6.0% |
| 7D | +2.8% | +0.4% | +2.5% | +3.1% |
| 30D | -4.7% | -3.6% | -1.1% | -7.0% |
| 3M | -0.7% | -1.9% | +1.2% | -3.9% |
| 6M | +7.7% | -11.0% | +18.7% | +2.2% |
| YTD | +65.1% | +0.2% | +64.9% | +63.1% |
| 1Y | +74.8% | -1.3% | +76.1% | +74.5% |
| All | +74.8% | -1.9% | +76.7% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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