+97.0%
CFG vs DLTR
+27.2%
+69.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | 0.0% |
| 7D | -0.6% | -10.2% | +9.7% | +1.5% |
| 30D | -4.5% | -8.5% | +3.9% | -3.0% |
| 3M | +6.3% | +5.6% | +0.8% | +4.8% |
| 6M | +20.6% | +2.2% | +18.4% | +18.9% |
| YTD | +21.2% | -3.8% | +25.0% | +20.8% |
| 1Y | +38.2% | +22.9% | +15.2% | +30.1% |
| 3Y | +185.9% | +2.0% | +183.9% | +175.8% |
| 5Y | +97.0% | +29.8% | +67.2% | +80.9% |
| All | +97.0% | +27.2% | +69.8% | +80.9% |
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