+72.5%
CART vs DLTR
+18.1%
+54.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +1.2% |
| 7D | +3.0% | -2.0% | +5.0% | +3.1% |
| 30D | +28.6% | +12.8% | +15.8% | +26.3% |
| 3M | +29.1% | +1.1% | +27.9% | +28.6% |
| 6M | +44.7% | +35.9% | +8.8% | +38.9% |
| YTD | +29.2% | +6.6% | +22.6% | +28.0% |
| 1Y | +66.2% | +28.6% | +37.5% | +59.9% |
| 3Y | +112.8% | +14.0% | +98.8% | +95.6% |
| All | +72.5% | +18.1% | +54.4% | +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 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