+73.5%
CART vs DLTR
+23.6%
+49.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.1% | 0.0% |
| 7D | +1.5% | -1.0% | +2.5% | +1.5% |
| 30D | +22.4% | +15.7% | +6.7% | +19.9% |
| 3M | +16.5% | +4.8% | +11.7% | +15.6% |
| 6M | +44.9% | +45.6% | -0.7% | +37.8% |
| YTD | +30.0% | +11.6% | +18.4% | +28.0% |
| 1Y | +59.1% | +29.8% | +29.3% | +53.0% |
| 3Y | +138.8% | +20.8% | +118.0% | +116.3% |
| All | +73.5% | +23.6% | +49.9% | +55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling