-33.4%
CAT vs DLTR
+56.8%
-90.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.8% | +0.4% |
| 7D | +9.3% | +2.4% | +6.9% | +9.5% |
| 30D | -21.5% | +21.5% | -43.0% | -18.5% |
| 3M | -29.1% | +9.8% | -38.9% | -27.3% |
| 6M | -33.4% | +58.6% | -92.0% | -29.8% |
| All | -33.4% | +56.8% | -90.2% | -29.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling