+1,097.4%
ENTG vs CMS
+563.3%
+534.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.6% |
| 7D | -17.1% | -1.3% | -15.8% | -16.7% |
| 30D | -23.0% | +6.3% | -29.3% | -25.7% |
| 3M | -10.2% | -2.1% | -8.2% | -9.9% |
| 6M | -17.8% | -5.1% | -12.7% | -17.2% |
| YTD | +52.4% | +1.3% | +51.1% | +48.2% |
| 1Y | +49.8% | -1.4% | +51.2% | +47.3% |
| 3Y | +42.1% | +36.9% | +5.2% | +16.1% |
| 5Y | -10.2% | +32.5% | -42.8% | -27.1% |
| 10Y | +756.0% | +126.8% | +629.2% | +400.9% |
| All | +1,097.4% | +563.3% | +534.1% | +220.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling