+1,604.2%
CCJ vs DLTR
+4,580.4%
-2,976.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.6% | +6.8% | +1.9% |
| 7D | +5.9% | -5.8% | +11.8% | +6.7% |
| 30D | +4.7% | -5.2% | +9.9% | +5.3% |
| 3M | -3.3% | +15.2% | -18.5% | -5.2% |
| 6M | -7.0% | +7.1% | -14.2% | -8.4% |
| YTD | +11.5% | +0.8% | +10.6% | +10.6% |
| 1Y | +32.3% | +24.8% | +7.5% | +27.5% |
| 3Y | +176.8% | +6.9% | +169.9% | +167.0% |
| 5Y | +351.8% | +33.2% | +318.5% | +319.1% |
| 10Y | +1,080.5% | +51.6% | +1,028.9% | +958.2% |
| All | +1,604.2% | +4,580.4% | -2,976.2% | +988.8% |
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