+14,366.7%
CAT vs DLTR
+11,640.8%
+2,725.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | +1.7% | +2.5% | -0.8% | +1.3% |
| 30D | -6.6% | +2.1% | -8.6% | -7.0% |
| 3M | -13.3% | +20.3% | -33.6% | -16.4% |
| 6M | +11.6% | +11.5% | +0.1% | +8.4% |
| YTD | +42.9% | +6.8% | +36.1% | +39.7% |
| 1Y | +95.4% | +31.1% | +64.3% | +83.7% |
| 3Y | +196.6% | +10.7% | +185.9% | +179.7% |
| 5Y | +321.7% | +41.6% | +280.1% | +272.9% |
| 10Y | +1,140.8% | +58.1% | +1,082.7% | +942.5% |
| All | +14,366.7% | +11,640.8% | +2,725.9% | +7,281.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling