+50.7%
CF vs DLTR
+33.1%
+17.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +3.1% |
| 7D | +4.8% | +5.0% | -0.3% | +6.0% |
| 30D | +9.7% | +18.7% | -9.0% | +13.7% |
| 3M | +1.2% | +8.9% | -7.6% | +3.4% |
| 6M | +7.4% | +49.4% | -42.1% | +18.7% |
| YTD | +60.5% | +14.5% | +46.0% | +73.1% |
| 1Y | +50.7% | +32.5% | +18.2% | +59.1% |
| All | +50.7% | +33.1% | +17.6% | +59.1% |
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