+112.0%
CF vs DLTR
+20.0%
+92.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.9% | +5.6% | +0.8% |
| 7D | -3.2% | -2.0% | -1.1% | -3.2% |
| 30D | +4.3% | +12.8% | -8.4% | +3.7% |
| 3M | +2.8% | +1.1% | +1.7% | +2.6% |
| 6M | +0.6% | +35.9% | -35.3% | -1.1% |
| YTD | +56.6% | +6.6% | +50.0% | +56.4% |
| 1Y | +49.6% | +28.6% | +21.0% | +46.5% |
| 3Y | +61.5% | +14.0% | +47.4% | +58.6% |
| All | +112.0% | +20.0% | +92.0% | +98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling