+362.4%
CFG vs DLTR
+135.7%
+226.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +1.5% | +2.5% | -0.9% | +0.8% |
| 30D | -3.8% | +2.1% | -5.9% | -4.5% |
| 3M | +11.5% | +20.3% | -8.8% | +5.6% |
| 6M | +19.2% | +11.5% | +7.7% | +14.2% |
| YTD | +23.7% | +6.8% | +16.9% | +19.5% |
| 1Y | +38.8% | +31.1% | +7.8% | +25.9% |
| 3Y | +178.9% | +10.7% | +168.2% | +156.9% |
| 5Y | +101.8% | +41.6% | +60.2% | +62.9% |
| 10Y | +317.3% | +58.1% | +259.1% | +208.7% |
| All | +362.4% | +135.7% | +226.6% | +187.3% |
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 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