+72.4%
ENTG vs CMS
-0.5%
+72.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +2.0% |
| 7D | +8.9% | +1.2% | +7.7% | +9.7% |
| 30D | -7.2% | -3.2% | -4.1% | -9.2% |
| 3M | +6.4% | -2.2% | +8.6% | +3.0% |
| 6M | +25.7% | -9.4% | +35.1% | +19.9% |
| YTD | +67.9% | +0.7% | +67.2% | +66.4% |
| 1Y | +72.4% | +0.4% | +72.0% | +74.0% |
| All | +72.4% | -0.5% | +72.9% | +74.0% |
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