+223.5%
CB vs DLTR
+45.2%
+178.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.8% | +1.0% |
| 7D | -0.5% | -10.2% | +9.7% | +1.1% |
| 30D | -3.1% | -8.5% | +5.4% | -1.8% |
| 3M | +4.2% | +5.6% | -1.4% | +3.1% |
| 6M | +4.7% | +2.2% | +2.5% | +3.6% |
| YTD | +8.8% | -3.8% | +12.6% | +8.5% |
| 1Y | +22.6% | +22.9% | -0.3% | +17.0% |
| 3Y | +70.6% | +2.0% | +68.6% | +63.9% |
| 5Y | +99.4% | +29.8% | +69.6% | +71.5% |
| 10Y | +223.5% | +45.0% | +178.4% | +159.5% |
| All | +223.5% | +45.2% | +178.2% | +159.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling