+89.6%
ENTG vs CART
+48.3%
+41.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | +22.8% | +1.2% | +21.6% | +23.0% |
| 30D | -4.9% | +17.8% | -22.7% | -2.7% |
| 3M | -4.8% | +20.7% | -25.5% | -2.2% |
| 6M | +5.6% | +49.7% | -44.1% | +12.4% |
| YTD | +82.4% | +30.0% | +52.4% | +95.0% |
| All | +89.6% | +48.3% | +41.3% | +98.7% |
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