+688.6%
CAT vs DLTR
+76.3%
+612.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.4% | -0.4% |
| 7D | +7.4% | +5.3% | +2.1% | +6.5% |
| 30D | -19.7% | +13.4% | -33.1% | -21.8% |
| 3M | -29.6% | +6.6% | -36.2% | -30.9% |
| 6M | -33.2% | +59.1% | -92.3% | -40.1% |
| YTD | +5.7% | +12.3% | -6.6% | +1.5% |
| 1Y | +9.3% | +33.9% | -24.5% | +1.2% |
| 3Y | +158.3% | +23.0% | +135.3% | +136.1% |
| 5Y | +211.6% | +22.1% | +189.5% | +177.2% |
| All | +688.6% | +76.3% | +612.4% | +535.1% |
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