+1,197.2%
ENTG vs CMS
+556.4%
+640.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.3% | +6.2% |
| 7D | +2.8% | +0.4% | +2.5% | +2.6% |
| 30D | -4.7% | -3.6% | -1.1% | -2.9% |
| 3M | -0.7% | -1.9% | +1.2% | -0.9% |
| 6M | +7.7% | -11.0% | +18.7% | +12.2% |
| YTD | +65.1% | +0.2% | +64.9% | +62.5% |
| 1Y | +74.8% | -1.3% | +76.1% | +72.4% |
| 3Y | +36.9% | +35.9% | +1.0% | +12.7% |
| 5Y | +16.1% | +23.1% | -7.0% | -1.6% |
| 10Y | +740.3% | +117.9% | +622.4% | +404.9% |
| All | +1,197.2% | +556.4% | +640.9% | +251.2% |
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 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