+166.0%
CAT vs ENTG
+53.1%
+112.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +9.4% | -2.2% | +3.8% |
| 7D | -2.4% | -7.6% | +5.2% | +0.2% |
| 30D | -25.0% | -15.5% | -9.5% | -21.0% |
| 3M | -28.7% | -7.8% | -20.9% | -27.6% |
| 6M | -33.0% | -5.9% | -27.1% | -33.6% |
| YTD | +5.4% | +66.7% | -61.3% | -14.7% |
| 1Y | +7.3% | +62.1% | -54.8% | -12.7% |
| 3Y | +166.0% | +56.3% | +109.8% | +103.3% |
| All | +166.0% | +53.1% | +112.9% | +103.3% |
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 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