+246.7%
CB vs DLTR
+85.5%
+161.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.1% | +0.1% |
| 7D | -1.0% | -2.8% | +1.8% | -0.7% |
| 30D | +7.3% | +21.5% | -14.2% | +4.0% |
| 3M | +7.0% | +11.6% | -4.6% | +4.9% |
| 6M | +16.3% | +58.7% | -42.4% | +7.5% |
| YTD | +19.7% | +16.2% | +3.6% | +15.7% |
| 1Y | +27.8% | +34.8% | -7.0% | +20.3% |
| 3Y | +72.0% | +25.3% | +46.7% | +59.9% |
| 5Y | +104.9% | +25.8% | +79.1% | +82.0% |
| 10Y | +246.7% | +83.7% | +163.1% | +176.3% |
| All | +246.7% | +85.5% | +161.3% | +176.3% |
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