+84.9%
ENTG vs CART
+54.8%
+30.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +0.7% | +10.6% | +11.4% |
| 7D | +7.9% | -0.6% | +8.5% | +7.8% |
| 30D | -3.6% | +23.1% | -26.6% | -0.7% |
| 3M | +2.7% | +19.2% | -16.5% | +5.5% |
| 6M | +3.6% | +45.7% | -42.1% | +9.9% |
| YTD | +83.6% | +30.9% | +52.7% | +95.4% |
| 1Y | +84.9% | +50.2% | +34.7% | +93.7% |
| All | +84.9% | +54.8% | +30.1% | +93.7% |
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