+40.9%
ENTG vs CART
+38.4%
+2.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.5% |
| 7D | -17.1% | +3.0% | -20.1% | -17.4% |
| 30D | -23.0% | +28.6% | -51.6% | -25.6% |
| 3M | -10.2% | +29.1% | -39.3% | -13.8% |
| 6M | -17.8% | +44.7% | -62.5% | -22.7% |
| YTD | +52.4% | +29.2% | +23.2% | +45.5% |
| 1Y | +49.8% | +66.2% | -16.4% | +34.4% |
| 3Y | +42.1% | +112.8% | -70.7% | +17.2% |
| All | +40.9% | +38.4% | +2.5% | +19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling