+37.3%
ENTG vs CART
+37.6%
-0.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.4% | -10.3% | -12.4% |
| 7D | -22.0% | +1.2% | -23.2% | -22.1% |
| 30D | -25.2% | +27.1% | -52.3% | -27.6% |
| 3M | -14.2% | +27.4% | -41.7% | -17.5% |
| 6M | -16.3% | +32.1% | -48.4% | -20.3% |
| YTD | +48.5% | +28.5% | +20.0% | +41.9% |
| 1Y | +41.4% | +58.8% | -17.4% | +28.2% |
| 3Y | +36.7% | +114.8% | -78.1% | +12.6% |
| All | +37.3% | +37.6% | -0.3% | +16.5% |
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