+5,331.8%
CF vs DLTR
+1,535.8%
+3,796.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.9% | +5.6% | +1.6% |
| 7D | -3.2% | -2.0% | -1.1% | -3.2% |
| 30D | +4.3% | +12.8% | -8.4% | +1.3% |
| 3M | +2.8% | +1.1% | +1.7% | +1.8% |
| 6M | +0.6% | +35.9% | -35.3% | -7.2% |
| YTD | +56.6% | +6.6% | +50.0% | +50.7% |
| 1Y | +49.6% | +28.6% | +21.0% | +37.6% |
| 3Y | +61.5% | +14.0% | +47.4% | +47.0% |
| 5Y | +124.0% | +19.2% | +104.7% | +92.4% |
| 10Y | +573.2% | +78.1% | +495.0% | +390.0% |
| All | +5,331.8% | +1,535.8% | +3,796.0% | +1,841.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling