+208.5%
CFG vs DLTR
+76.3%
+132.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.2% |
| 7D | +3.2% | +5.3% | -2.1% | +1.7% |
| 30D | +5.1% | +13.4% | -8.3% | +1.4% |
| 3M | -11.2% | +6.6% | -17.8% | -13.3% |
| 6M | +9.6% | +59.1% | -49.5% | -5.3% |
| YTD | +15.0% | +12.3% | +2.7% | +9.0% |
| 1Y | +29.9% | +33.9% | -4.0% | +16.6% |
| 3Y | +192.1% | +23.0% | +169.1% | +159.0% |
| 5Y | +62.3% | +22.1% | +40.2% | +37.2% |
| All | +208.5% | +76.3% | +132.3% | +124.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling