+210.1%
CAT vs ENTG
-3.9%
+214.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +9.4% | -2.2% | +4.3% |
| 7D | -2.4% | -7.6% | +5.2% | -0.1% |
| 30D | -25.0% | -15.5% | -9.5% | -21.5% |
| 3M | -28.7% | -7.8% | -20.9% | -27.7% |
| 6M | -33.0% | -5.9% | -27.1% | -33.4% |
| YTD | +5.4% | +66.7% | -61.3% | -11.3% |
| 1Y | +7.3% | +62.1% | -54.8% | -9.3% |
| 3Y | +166.0% | +56.3% | +109.8% | +118.5% |
| 5Y | +210.1% | -3.8% | +213.9% | +166.2% |
| All | +210.1% | -3.9% | +214.0% | +166.2% |
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 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