-70.5%
CBRS vs DLTR
+68.5%
-139.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +9.6% | -15.7% | -1.1% |
| 7D | -18.4% | +15.6% | -34.0% | -11.6% |
| 30D | -49.4% | +29.9% | -79.3% | -41.8% |
| 3M | -59.6% | +12.5% | -72.0% | -56.3% |
| All | -70.5% | +68.5% | -139.0% | -62.2% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling