+7,713.4%
CB vs DLTR
+11,640.8%
-3,927.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | +0.5% | +2.5% | -2.0% | 0.0% |
| 30D | -3.1% | +2.1% | -5.2% | -3.5% |
| 3M | +9.0% | +20.3% | -11.3% | +5.3% |
| 6M | +2.9% | +11.5% | -8.7% | 0.0% |
| YTD | +10.1% | +6.8% | +3.3% | +7.6% |
| 1Y | +22.8% | +31.1% | -8.3% | +15.3% |
| 3Y | +73.8% | +10.7% | +63.1% | +62.8% |
| 5Y | +99.2% | +41.6% | +57.6% | +73.0% |
| 10Y | +218.2% | +58.1% | +160.1% | +161.7% |
| All | +7,713.4% | +11,640.8% | -3,927.4% | +3,397.5% |
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 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