+88.5%
ENTG vs CAI
-11.0%
+99.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.6% | +1.8% |
| 7D | +8.9% | -3.1% | +12.0% | +9.4% |
| 30D | -0.8% | +2.7% | -3.5% | -1.4% |
| 3M | +6.6% | +41.7% | -35.1% | +0.2% |
| 6M | +22.1% | +26.5% | -4.4% | +15.8% |
| YTD | +70.2% | -10.9% | +81.1% | +69.3% |
| 1Y | +76.7% | -29.2% | +105.9% | +78.8% |
| All | +88.5% | -11.0% | +99.5% | +95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling