+5,967.0%
CF vs DLTR
+1,539.3%
+4,427.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.3% |
| 7D | +6.0% | +2.5% | +3.5% | +5.5% |
| 30D | +14.8% | +2.1% | +12.8% | +14.3% |
| 3M | +14.1% | +20.3% | -6.2% | +9.4% |
| 6M | +28.5% | +11.5% | +17.0% | +23.6% |
| YTD | +74.9% | +6.8% | +68.1% | +69.4% |
| 1Y | +61.7% | +31.1% | +30.6% | +48.8% |
| 3Y | +80.3% | +10.7% | +69.6% | +66.5% |
| 5Y | +226.0% | +41.6% | +184.4% | +167.3% |
| 10Y | +569.9% | +58.1% | +511.7% | +406.5% |
| All | +5,967.0% | +1,539.3% | +4,427.6% | +2,083.1% |
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