+4,772.4%
CI vs DLTR
+12,520.8%
-7,748.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.6% |
| 7D | -1.7% | +2.4% | -4.1% | -2.1% |
| 30D | +4.9% | +21.5% | -16.6% | +2.0% |
| 3M | +7.4% | +9.8% | -2.5% | +5.8% |
| 6M | +0.4% | +58.6% | -58.3% | -6.4% |
| YTD | +9.5% | +14.8% | -5.4% | +6.3% |
| 1Y | +12.0% | +33.0% | -21.1% | +6.4% |
| 3Y | +7.1% | +23.8% | -16.7% | +0.3% |
| 5Y | +49.3% | +24.9% | +24.4% | +37.1% |
| 10Y | +146.6% | +81.6% | +65.1% | +109.5% |
| All | +4,772.4% | +12,520.8% | -7,748.4% | +2,503.0% |
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 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