+82.4%
ENTG vs CART
+49.3%
+33.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.7% | -4.5% | -3.7% |
| 7D | +15.2% | +1.3% | +13.9% | +15.3% |
| 30D | -3.6% | +19.2% | -22.8% | -1.3% |
| 3M | -10.0% | +17.6% | -27.5% | -7.7% |
| 6M | +1.8% | +47.4% | -45.6% | +8.0% |
| YTD | +75.5% | +30.9% | +44.6% | +87.8% |
| 1Y | +82.4% | +46.0% | +36.4% | +91.3% |
| All | +82.4% | +49.3% | +33.1% | +91.3% |
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