+10.7%
CARR vs ENTG
+16.8%
-6.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.7% | +0.8% |
| 7D | -3.8% | +1.2% | -4.9% | -4.1% |
| 30D | -8.9% | -12.9% | +3.9% | -5.3% |
| 3M | -17.3% | -3.1% | -14.3% | -18.6% |
| 6M | -1.4% | +21.0% | -22.4% | -10.8% |
| YTD | +10.0% | +67.0% | -57.0% | -11.4% |
| 1Y | -6.4% | +68.6% | -75.0% | -25.9% |
| 3Y | +1.5% | +48.6% | -47.1% | -20.0% |
| All | +10.7% | +16.8% | -6.2% | -10.6% |
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