+96.8%
CAT vs DLTR
+19.6%
+77.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.7% | -0.5% |
| 7D | +2.9% | -10.2% | +13.2% | +3.6% |
| 30D | -2.6% | -8.5% | +5.9% | -2.1% |
| 3M | -10.7% | +5.6% | -16.2% | -11.9% |
| 6M | +16.1% | +2.2% | +14.0% | +16.6% |
| YTD | +43.2% | -3.8% | +47.0% | +45.4% |
| 1Y | +96.8% | +22.9% | +73.9% | +89.4% |
| All | +96.8% | +19.6% | +77.2% | +89.4% |
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