+10,683.6%
CAT vs DLTR
+12,520.8%
-1,837.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.8% | +0.8% |
| 7D | +9.3% | +2.4% | +6.9% | +8.9% |
| 30D | -21.5% | +21.5% | -43.0% | -24.4% |
| 3M | -29.1% | +9.8% | -38.9% | -30.7% |
| 6M | -33.4% | +58.6% | -92.0% | -39.4% |
| YTD | +6.6% | +14.8% | -8.3% | +2.3% |
| 1Y | +6.5% | +33.0% | -26.5% | -0.5% |
| 3Y | +162.7% | +23.8% | +138.8% | +141.8% |
| 5Y | +214.2% | +24.9% | +189.3% | +183.5% |
| 10Y | +705.2% | +81.6% | +623.7% | +557.8% |
| All | +10,683.6% | +12,520.8% | -1,837.2% | +5,304.8% |
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 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