+94.4%
ENTG vs CAI
-14.7%
+109.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.8% | +0.1% | -3.1% |
| 7D | +15.2% | -8.7% | +23.9% | +17.1% |
| 30D | -3.6% | -23.8% | +20.2% | +1.6% |
| 3M | -10.0% | +3.9% | -13.8% | -9.6% |
| 6M | +1.8% | +56.8% | -55.1% | -4.7% |
| YTD | +75.5% | -14.6% | +90.1% | +77.8% |
| 1Y | +82.4% | -5.2% | +87.6% | +82.8% |
| All | +94.4% | -14.7% | +109.0% | +105.3% |
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