-19.0%
CAG vs DLTR
+19.1%
-38.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -5.7% | -10.1% | +4.4% | -4.3% |
| 30D | -2.4% | -8.1% | +5.7% | -1.2% |
| 3M | +9.8% | +2.9% | +6.9% | +9.9% |
| 6M | -10.8% | +4.3% | -15.2% | -10.6% |
| YTD | -10.8% | -3.9% | -6.9% | -10.4% |
| 1Y | -19.0% | +18.9% | -37.9% | -20.0% |
| All | -19.0% | +19.1% | -38.0% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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