+52.6%
ENTG vs CART
+21.6%
+31.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.3% | +7.4% | +6.3% |
| 7D | +2.8% | +1.0% | +1.8% | +2.7% |
| 30D | -4.7% | +12.6% | -17.3% | -6.5% |
| 3M | -0.7% | +23.1% | -23.9% | -4.2% |
| 6M | +7.7% | +39.5% | -31.8% | +0.9% |
| YTD | +65.1% | +13.5% | +51.5% | +60.7% |
| 1Y | +74.8% | +14.9% | +59.9% | +68.6% |
| All | +52.6% | +21.6% | +31.0% | +31.9% |
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