-88.2%
CDE vs DLTR
+10,500.9%
-10,589.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.4% | -3.2% |
| 7D | -6.1% | -9.4% | +3.4% | -5.1% |
| 30D | +9.5% | -7.3% | +16.8% | +10.2% |
| 3M | +32.0% | +7.6% | +24.4% | +30.7% |
| 6M | -12.8% | +1.6% | -14.4% | -13.3% |
| YTD | +14.2% | -3.5% | +17.7% | +14.0% |
| 1Y | +36.3% | +20.0% | +16.3% | +33.0% |
| 3Y | +821.4% | +2.3% | +819.1% | +802.6% |
| 5Y | +194.3% | +31.5% | +162.7% | +181.9% |
| 10Y | +53.2% | +45.4% | +7.9% | +44.2% |
| All | -88.2% | +10,500.9% | -10,589.1% | -90.7% |
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