+42.4%
CART vs DLTR
+11.7%
+30.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.6% | -0.4% | -5.3% |
| 7D | -4.1% | -5.8% | +1.7% | -3.3% |
| 30D | -4.3% | -5.2% | +0.9% | -3.7% |
| 3M | +13.1% | +15.2% | -2.1% | +11.4% |
| 6M | +26.0% | +7.1% | +18.9% | +25.1% |
| YTD | +6.7% | +0.8% | +5.9% | +6.7% |
| 1Y | +6.3% | +24.8% | -18.5% | +2.8% |
| All | +42.4% | +11.7% | +30.7% | +29.3% |
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 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