+61.7%
CF vs DLTR
+29.2%
+32.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.2% |
| 7D | +6.0% | +2.5% | +3.5% | +6.3% |
| 30D | +14.8% | +2.1% | +12.8% | +15.2% |
| 3M | +14.1% | +20.3% | -6.2% | +17.3% |
| 6M | +28.5% | +11.5% | +17.0% | +35.6% |
| YTD | +74.9% | +6.8% | +68.1% | +84.4% |
| 1Y | +61.7% | +31.1% | +30.6% | +69.6% |
| All | +61.7% | +29.2% | +32.4% | +69.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling