+255.3%
CAG vs DLTR
+10,500.9%
-10,245.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | -5.9% | -9.4% | +3.6% | -5.0% |
| 30D | -1.5% | -7.3% | +5.8% | -0.9% |
| 3M | +11.5% | +7.6% | +3.9% | +10.7% |
| 6M | -15.7% | +1.6% | -17.3% | -16.1% |
| YTD | -10.2% | -3.5% | -6.7% | -10.3% |
| 1Y | -18.1% | +20.0% | -38.1% | -19.9% |
| 3Y | -39.4% | +2.3% | -41.7% | -40.7% |
| 5Y | -42.6% | +31.5% | -74.1% | -45.7% |
| 10Y | -35.6% | +45.4% | -81.0% | -40.7% |
| All | +255.3% | +10,500.9% | -10,245.6% | +133.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling