+203.9%
CAT vs DLTR
+6.7%
+197.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.6% | +6.7% | +1.7% |
| 7D | +5.6% | -5.8% | +11.4% | +6.2% |
| 30D | -2.3% | -5.2% | +2.9% | -1.8% |
| 3M | -10.0% | +15.2% | -25.2% | -12.0% |
| 6M | +21.2% | +7.1% | +14.1% | +19.5% |
| YTD | +44.4% | +0.8% | +43.6% | +43.5% |
| 1Y | +96.3% | +24.8% | +71.5% | +88.6% |
| 3Y | +203.9% | +6.9% | +197.0% | +182.1% |
| All | +203.9% | +6.7% | +197.2% | +182.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling