+425.9%
CARR vs ENTG
+252.7%
+173.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.3% | -2.4% |
| 7D | +0.6% | +8.9% | -8.3% | -2.0% |
| 30D | -8.7% | -0.8% | -7.8% | -8.9% |
| 3M | -18.4% | +6.6% | -24.9% | -22.0% |
| 6M | -0.6% | +22.1% | -22.7% | -10.0% |
| YTD | +10.9% | +70.2% | -59.2% | -10.5% |
| 1Y | -7.3% | +76.7% | -84.0% | -27.1% |
| 3Y | +2.9% | +50.5% | -47.6% | -18.4% |
| 5Y | +9.6% | +21.8% | -12.2% | -12.0% |
| All | +425.9% | +252.7% | +173.2% | +221.0% |
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