+96.3%
CAT vs ENTG
+71.8%
+24.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.6% | +0.4% |
| 7D | +5.6% | +8.9% | -3.4% | +2.2% |
| 30D | -2.3% | -7.2% | +4.9% | +0.1% |
| 3M | -10.0% | +6.4% | -16.4% | -13.6% |
| 6M | +21.2% | +25.7% | -4.4% | +7.8% |
| YTD | +44.4% | +67.9% | -23.4% | +16.9% |
| 1Y | +96.3% | +72.4% | +23.9% | +58.3% |
| All | +96.3% | +71.8% | +24.5% | +58.3% |
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