+326.0%
CAT vs ENTG
+15.6%
+310.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.2% | -4.4% | -0.1% |
| 7D | +1.7% | +2.8% | -1.1% | +0.8% |
| 30D | -6.6% | -4.7% | -1.9% | -5.6% |
| 3M | -13.3% | -0.7% | -12.6% | -14.4% |
| 6M | +11.6% | +7.7% | +3.9% | +6.9% |
| YTD | +42.9% | +65.1% | -22.1% | +21.5% |
| 1Y | +95.4% | +74.8% | +20.6% | +62.3% |
| 3Y | +196.6% | +36.9% | +159.7% | +152.3% |
| All | +326.0% | +15.6% | +310.3% | +254.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling