+49.0%
CCL vs DLTR
+1.6%
+47.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.4% | -0.8% |
| 7D | -4.4% | -10.2% | +5.9% | -1.4% |
| 30D | -18.2% | -8.5% | -9.7% | -16.2% |
| 3M | -17.7% | +5.6% | -23.3% | -19.1% |
| 6M | -13.0% | +2.2% | -15.2% | -14.3% |
| YTD | -24.5% | -3.8% | -20.7% | -24.5% |
| 1Y | -26.9% | +22.9% | -49.9% | -31.5% |
| All | +49.0% | +1.6% | +47.4% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling