+136.5%
CEG vs DLTR
+24.3%
+112.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +2.9% |
| 7D | +17.8% | +2.4% | +15.4% | +17.5% |
| 30D | -4.5% | +21.5% | -26.0% | -6.8% |
| 3M | +1.5% | +9.8% | -8.4% | +0.1% |
| 6M | -3.5% | +58.6% | -62.2% | -9.4% |
| YTD | -19.7% | +14.8% | -34.6% | -21.5% |
| 1Y | -19.8% | +33.0% | -52.8% | -23.0% |
| All | +136.5% | +24.3% | +112.3% | +123.5% |
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