+29.5%
CL vs DLTR
+11.8%
+17.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -2.2% | +2.5% | -4.6% | -2.3% |
| 30D | -4.8% | +2.1% | -6.9% | -5.0% |
| 3M | +4.9% | +20.3% | -15.4% | +3.8% |
| 6M | -5.7% | +11.5% | -17.2% | -6.6% |
| YTD | +14.4% | +6.8% | +7.5% | +13.4% |
| 1Y | +8.7% | +31.1% | -22.3% | +6.9% |
| All | +29.5% | +11.8% | +17.7% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling