+67.8%
CF vs DLTR
+21.5%
+46.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.1% |
| 7D | +4.8% | +5.3% | -0.5% | +4.9% |
| 30D | +4.7% | +13.4% | -8.7% | +4.8% |
| 3M | +7.4% | +6.6% | +0.8% | +7.5% |
| 6M | +0.6% | +59.1% | -58.5% | +0.2% |
| YTD | +64.1% | +12.3% | +51.9% | +65.9% |
| 1Y | +51.4% | +33.9% | +17.5% | +50.5% |
| 3Y | +67.8% | +23.0% | +44.8% | +67.0% |
| All | +67.8% | +21.5% | +46.3% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling