+49.3%
ENTG vs CMS
-1.6%
+50.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +1.6% |
| 7D | -17.1% | -0.5% | -16.6% | -17.3% |
| 30D | -23.0% | +7.2% | -30.2% | -19.3% |
| 3M | -10.2% | -1.3% | -9.0% | -10.1% |
| 6M | -17.8% | -4.3% | -13.4% | -19.6% |
| YTD | +52.4% | +2.1% | +50.3% | +47.5% |
| All | +49.3% | -1.6% | +50.9% | +42.2% |
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