+57.3%
CL vs DLTR
+45.2%
+12.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.1% | +0.1% |
| 7D | -2.3% | -10.2% | +8.0% | -1.0% |
| 30D | -5.5% | -8.5% | +3.0% | -4.5% |
| 3M | +0.8% | +5.6% | -4.7% | +0.1% |
| 6M | -4.2% | +2.2% | -6.4% | -4.9% |
| YTD | +13.4% | -3.8% | +17.2% | +13.2% |
| 1Y | +7.1% | +22.9% | -15.9% | +3.5% |
| 3Y | +29.0% | +2.0% | +27.0% | +25.6% |
| 5Y | +28.3% | +29.8% | -1.5% | +16.8% |
| 10Y | +57.3% | +45.0% | +12.3% | +34.9% |
| All | +57.3% | +45.2% | +12.1% | +34.9% |
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 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