+54.2%
ENTG vs CART
+39.2%
+15.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.6% | +8.9% | +9.4% |
| 7D | -7.6% | +1.5% | -9.1% | -7.7% |
| 30D | -15.5% | +22.4% | -37.9% | -17.8% |
| 3M | -7.8% | +16.5% | -24.4% | -10.0% |
| 6M | -5.9% | +44.9% | -50.8% | -11.6% |
| YTD | +66.7% | +30.0% | +36.8% | +59.1% |
| 1Y | +62.1% | +59.1% | +3.0% | +47.1% |
| 3Y | +56.3% | +138.8% | -82.6% | +27.4% |
| All | +54.2% | +39.2% | +15.0% | +30.6% |
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 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