+81.0%
ENTG vs CAI
-11.0%
+92.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -4.0% | -3.9% |
| 7D | +5.1% | -5.1% | +10.2% | +5.9% |
| 30D | -8.5% | +3.9% | -12.4% | -9.3% |
| 3M | +6.7% | +40.1% | -33.4% | +0.5% |
| 6M | +17.7% | +29.7% | -11.9% | +11.3% |
| YTD | +63.5% | -10.9% | +74.4% | +62.6% |
| 1Y | +73.6% | -28.0% | +101.6% | +75.4% |
| All | +81.0% | -11.0% | +92.0% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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