+62.5%
ENB vs CART
+39.2%
+23.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | -2.4% | +0.3% | -2.7% | -2.4% |
| 30D | +2.5% | +22.4% | -19.9% | +1.7% |
| 3M | -5.8% | +15.6% | -21.4% | -6.3% |
| 6M | -8.5% | +44.9% | -53.4% | -10.0% |
| YTD | +3.9% | +30.0% | -26.1% | +2.6% |
| 1Y | +3.7% | +56.6% | -52.9% | +1.2% |
| 3Y | +70.1% | +131.9% | -61.9% | +59.1% |
| All | +62.5% | +39.2% | +23.3% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling