-42.6%
CCL vs DLTR
+45.3%
-87.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.7% | +1.4% |
| 7D | -3.2% | -10.1% | +6.8% | +0.8% |
| 30D | -17.8% | -8.1% | -9.7% | -15.2% |
| 3M | -18.7% | +2.9% | -21.5% | -20.0% |
| 6M | -11.4% | +4.3% | -15.7% | -13.9% |
| YTD | -24.3% | -3.9% | -20.4% | -24.3% |
| 1Y | -28.8% | +18.9% | -47.7% | -34.8% |
| 3Y | +49.3% | +1.9% | +47.4% | +37.7% |
| 5Y | +1.6% | +31.0% | -29.4% | -20.3% |
| All | -42.6% | +45.3% | -87.9% | -58.1% |
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