+1,123.7%
CAT vs DLTR
+45.9%
+1,077.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | +0.6% | -9.4% | +10.1% | +2.5% |
| 30D | -4.5% | -7.3% | +2.8% | -3.3% |
| 3M | -5.8% | +7.6% | -13.4% | -7.7% |
| 6M | +12.7% | +1.6% | +11.2% | +11.0% |
| YTD | +41.4% | -3.5% | +44.9% | +40.5% |
| 1Y | +92.1% | +20.0% | +72.0% | +81.7% |
| 3Y | +197.5% | +2.3% | +195.2% | +182.9% |
| 5Y | +327.9% | +31.5% | +296.4% | +270.8% |
| All | +1,123.7% | +45.9% | +1,077.8% | +899.7% |
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