+598.5%
CEG vs DLTR
+9.0%
+589.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +2.9% |
| 7D | +17.8% | +2.4% | +15.4% | +17.4% |
| 30D | -4.5% | +21.5% | -26.0% | -7.3% |
| 3M | +1.5% | +9.8% | -8.4% | -0.2% |
| 6M | -3.5% | +58.6% | -62.2% | -10.4% |
| YTD | -19.7% | +14.8% | -34.6% | -22.0% |
| 1Y | -19.8% | +33.0% | -52.8% | -23.8% |
| 3Y | +136.4% | +23.8% | +112.6% | +123.7% |
| All | +598.5% | +9.0% | +589.5% | +645.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling