+1,126.0%
CAT vs ENTG
+761.6%
+364.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.6% | +0.5% |
| 7D | +5.6% | +8.9% | -3.4% | +2.7% |
| 30D | -2.3% | -7.2% | +4.9% | -0.3% |
| 3M | -10.0% | +6.4% | -16.4% | -13.1% |
| 6M | +21.2% | +25.7% | -4.4% | +10.1% |
| YTD | +44.4% | +67.9% | -23.4% | +19.4% |
| 1Y | +96.3% | +72.4% | +23.9% | +59.4% |
| 3Y | +203.9% | +48.4% | +155.5% | +145.7% |
| 5Y | +333.5% | +20.1% | +313.4% | +248.1% |
| 10Y | +1,126.0% | +768.1% | +357.9% | +337.9% |
| All | +1,126.0% | +761.6% | +364.5% | +337.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling