-24.8%
CCL vs DLTR
+29.2%
-54.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -5.0% | +2.5% | -7.5% | -6.0% |
| 30D | -20.3% | +2.1% | -22.4% | -21.0% |
| 3M | -15.1% | +20.3% | -35.4% | -21.2% |
| 6M | -15.1% | +11.5% | -26.6% | -19.3% |
| YTD | -21.8% | +6.8% | -28.6% | -24.6% |
| 1Y | -24.8% | +31.1% | -55.9% | -33.5% |
| All | -24.8% | +29.2% | -54.0% | -33.5% |
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 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 · 6 months rolling