+0.2%
ENTG vs CMS
+36.3%
-36.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.7% | -5.5% | -3.8% |
| 7D | +15.2% | +1.7% | +13.4% | +15.2% |
| 30D | -3.6% | +6.2% | -9.8% | -3.9% |
| 3M | -10.0% | +0.6% | -10.6% | -9.9% |
| 6M | +1.8% | -1.8% | +3.6% | +1.6% |
| YTD | +75.5% | +3.8% | +71.7% | +73.2% |
| 1Y | +82.4% | -1.8% | +84.2% | +81.6% |
| 3Y | +58.5% | +39.8% | +18.7% | +42.2% |
| All | +0.2% | +36.3% | -36.1% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling