+8.9%
CAT vs ENTG
+63.3%
-54.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.5% | +1.2% | -2.8% |
| 7D | -17.1% | -10.3% | -6.8% | -13.6% |
| 30D | -30.1% | -14.4% | -15.8% | -26.2% |
| 3M | -32.4% | -1.1% | -31.3% | -33.0% |
| 6M | -32.1% | +3.0% | -35.1% | -35.0% |
| YTD | +4.1% | +70.1% | -66.0% | -19.5% |
| 1Y | +8.9% | +65.7% | -56.8% | -14.6% |
| All | +8.9% | +63.3% | -54.4% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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