+65.7%
ENTG vs CART
+61.3%
+4.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.6% | -8.0% | -6.3% |
| 7D | -10.3% | +1.4% | -11.7% | -10.2% |
| 30D | -14.4% | +29.7% | -44.0% | -11.2% |
| 3M | -1.1% | +29.7% | -30.8% | +2.3% |
| 6M | +3.0% | +36.8% | -33.8% | +7.3% |
| YTD | +70.1% | +31.7% | +38.4% | +81.3% |
| 1Y | +65.7% | +62.4% | +3.4% | +71.0% |
| All | +65.7% | +61.3% | +4.4% | +71.0% |
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