+8,541.1%
CAT vs ENTG
+1,234.5%
+7,306.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.2% | -4.4% | +0.1% |
| 7D | +1.7% | +2.8% | -1.1% | +0.9% |
| 30D | -6.6% | -4.7% | -1.9% | -5.7% |
| 3M | -13.3% | -0.7% | -12.6% | -14.3% |
| 6M | +11.6% | +7.7% | +3.9% | +7.3% |
| YTD | +42.9% | +65.1% | -22.1% | +22.3% |
| 1Y | +95.4% | +74.8% | +20.6% | +63.3% |
| 3Y | +196.6% | +36.9% | +159.7% | +154.0% |
| 5Y | +321.7% | +16.1% | +305.5% | +254.8% |
| 10Y | +1,140.8% | +740.3% | +400.4% | +493.6% |
| All | +8,541.1% | +1,234.5% | +7,306.6% | +2,305.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling