+258.7%
CCL vs DLTR
+11,640.8%
-11,382.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -5.0% | +2.5% | -7.5% | -5.7% |
| 30D | -20.3% | +2.1% | -22.4% | -20.8% |
| 3M | -15.1% | +20.3% | -35.4% | -19.4% |
| 6M | -15.1% | +11.5% | -26.6% | -18.2% |
| YTD | -21.8% | +6.8% | -28.6% | -23.8% |
| 1Y | -24.8% | +31.1% | -55.9% | -30.9% |
| 3Y | +51.9% | +10.7% | +41.2% | +40.8% |
| 5Y | +4.0% | +41.6% | -37.6% | -11.3% |
| 10Y | -42.2% | +58.1% | -100.4% | -52.8% |
| All | +258.7% | +11,640.8% | -11,382.2% | +13.9% |
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