+8.9%
CAT vs DLTR
+45.2%
-36.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +9.6% | -14.9% | -5.0% |
| 7D | -17.1% | +15.6% | -32.7% | -16.9% |
| 30D | -30.1% | +29.9% | -60.0% | -30.3% |
| 3M | -32.4% | +12.5% | -44.8% | -32.0% |
| 6M | -32.1% | +56.3% | -88.4% | -35.0% |
| YTD | +4.1% | +19.5% | -15.4% | +5.9% |
| 1Y | +8.9% | +44.0% | -35.1% | +5.4% |
| All | +8.9% | +45.2% | -36.3% | +5.4% |
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