+6.8%
ENB vs CART
+59.2%
-52.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.4% |
| 7D | -2.4% | +1.2% | -3.5% | -2.3% |
| 30D | +3.4% | +27.1% | -23.7% | +4.0% |
| 3M | -6.1% | +27.4% | -33.5% | -5.6% |
| 6M | -10.0% | +32.1% | -42.2% | -9.4% |
| YTD | +4.7% | +28.5% | -23.8% | +5.4% |
| All | +6.8% | +59.2% | -52.4% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling