+619.9%
CF vs DLTR
+45.2%
+574.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.6% | +7.4% | +3.5% |
| 7D | -0.8% | -10.2% | +9.4% | +0.8% |
| 30D | +14.3% | -8.5% | +22.8% | +15.7% |
| 3M | +27.9% | +5.6% | +22.3% | +26.2% |
| 6M | +25.5% | +2.2% | +23.3% | +23.6% |
| YTD | +81.2% | -3.8% | +84.9% | +80.0% |
| 1Y | +66.5% | +22.9% | +43.6% | +57.1% |
| 3Y | +76.7% | +2.0% | +74.6% | +68.5% |
| 5Y | +237.8% | +29.8% | +208.0% | +182.6% |
| 10Y | +619.9% | +45.0% | +574.8% | +461.5% |
| All | +619.9% | +45.2% | +574.6% | +461.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling