+712.5%
CAT vs ENTG
+810.6%
-98.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +9.4% | -2.2% | +4.2% |
| 7D | -2.4% | -7.6% | +5.2% | 0.0% |
| 30D | -25.0% | -15.5% | -9.5% | -21.3% |
| 3M | -28.7% | -7.8% | -20.9% | -27.6% |
| 6M | -33.0% | -5.9% | -27.1% | -33.5% |
| YTD | +5.4% | +66.7% | -61.3% | -13.3% |
| 1Y | +7.3% | +62.1% | -54.8% | -11.2% |
| 3Y | +166.0% | +56.3% | +109.8% | +111.0% |
| 5Y | +210.1% | -3.8% | +213.9% | +168.8% |
| 10Y | +712.5% | +770.1% | -57.5% | +215.9% |
| All | +712.5% | +810.6% | -98.1% | +215.9% |
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