+158.3%
CAT vs ENTG
+57.0%
+101.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +2.9% | +0.5% |
| 7D | +7.4% | +15.2% | -7.7% | +2.0% |
| 30D | -19.7% | -3.6% | -16.0% | -19.3% |
| 3M | -29.6% | -10.0% | -19.6% | -27.9% |
| 6M | -33.2% | +1.8% | -35.0% | -35.7% |
| YTD | +5.7% | +75.5% | -69.8% | -16.2% |
| 1Y | +9.3% | +82.4% | -73.1% | -14.6% |
| 3Y | +158.3% | +58.5% | +99.8% | +95.2% |
| All | +158.3% | +57.0% | +101.3% | +95.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling