+768.2%
ENTG vs CMS
+117.1%
+651.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | +8.9% | +1.2% | +7.7% | +8.6% |
| 30D | -7.2% | -3.2% | -4.1% | -6.5% |
| 3M | +6.4% | -2.2% | +8.6% | +6.3% |
| 6M | +25.7% | -9.4% | +35.1% | +27.9% |
| YTD | +67.9% | +0.7% | +67.2% | +65.7% |
| 1Y | +72.4% | +0.4% | +72.0% | +69.8% |
| 3Y | +48.4% | +35.2% | +13.3% | +30.7% |
| 5Y | +20.1% | +24.1% | -4.1% | +7.4% |
| 10Y | +768.2% | +115.8% | +652.3% | +638.8% |
| All | +768.2% | +117.1% | +651.0% | +638.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling