+348.2%
CCL vs DLTR
+12,235.8%
-11,887.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.2% |
| 7D | -1.2% | +5.3% | -6.5% | -2.6% |
| 30D | +13.1% | +13.4% | -0.3% | +9.3% |
| 3M | +3.4% | +6.6% | -3.2% | +1.2% |
| 6M | +18.7% | +59.1% | -40.4% | +3.5% |
| YTD | -2.3% | +12.3% | -14.5% | -6.3% |
| 1Y | +14.2% | +33.9% | -19.7% | +4.2% |
| 3Y | +133.6% | +23.0% | +110.6% | +109.7% |
| 5Y | +33.5% | +22.1% | +11.4% | +18.7% |
| 10Y | -32.8% | +77.5% | -110.2% | -46.8% |
| All | +348.2% | +12,235.8% | -11,887.6% | +40.1% |
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 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