+59.6%
ENB vs CART
+38.4%
+21.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.6% |
| 7D | -5.2% | +3.0% | -8.2% | -5.3% |
| 30D | +2.2% | +28.6% | -26.4% | +1.3% |
| 3M | -8.1% | +29.1% | -37.1% | -9.0% |
| 6M | -11.2% | +44.7% | -55.9% | -12.6% |
| YTD | +2.0% | +29.2% | -27.2% | +0.8% |
| 1Y | +4.1% | +66.2% | -62.1% | +1.2% |
| 3Y | +64.7% | +112.8% | -48.1% | +54.7% |
| All | +59.6% | +38.4% | +21.2% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling