+62.3%
CF vs DLTR
+22.8%
+39.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.6% | +6.4% | 0.0% |
| 7D | -0.9% | -5.8% | +4.9% | -1.7% |
| 30D | +18.1% | -5.2% | +23.3% | +17.3% |
| 3M | +23.4% | +15.2% | +8.2% | +26.3% |
| 6M | +17.1% | +7.1% | +10.0% | +22.4% |
| YTD | +76.2% | +0.8% | +75.4% | +84.4% |
| 1Y | +62.3% | +24.8% | +37.5% | +67.0% |
| All | +62.3% | +22.8% | +39.5% | +67.0% |
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