+34.8%
CF vs DLTR
+45.2%
-10.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +9.6% | -14.0% | -2.6% |
| 7D | -6.9% | +15.6% | -22.5% | -4.2% |
| 30D | -3.7% | +29.9% | -33.6% | +1.2% |
| 3M | -5.0% | +12.5% | -17.4% | -2.6% |
| 6M | -10.5% | +56.3% | -66.8% | -0.9% |
| YTD | +46.5% | +19.5% | +27.0% | +58.7% |
| 1Y | +34.8% | +44.0% | -9.2% | +36.7% |
| All | +34.8% | +45.2% | -10.4% | +36.7% |
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 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