+73.0%
CF vs DLTR
+10.7%
+62.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.2% |
| 7D | +6.0% | +2.5% | +3.5% | +6.0% |
| 30D | +14.8% | +2.1% | +12.8% | +14.8% |
| 3M | +14.1% | +20.3% | -6.2% | +13.8% |
| 6M | +28.5% | +11.5% | +17.0% | +29.3% |
| YTD | +74.9% | +6.8% | +68.1% | +76.5% |
| 1Y | +61.7% | +31.1% | +30.6% | +59.7% |
| All | +73.0% | +10.7% | +62.3% | +73.5% |
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 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