+2,305.0%
CL vs DLTR
+12,481.5%
-10,176.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.5% | -0.2% |
| 7D | +2.6% | +5.0% | -2.5% | +1.9% |
| 30D | +11.8% | +18.7% | -6.9% | +9.5% |
| 3M | +5.9% | +8.9% | -3.0% | +4.7% |
| 6M | +13.3% | +49.4% | -36.1% | +7.7% |
| YTD | +27.1% | +14.5% | +12.6% | +24.3% |
| 1Y | +28.0% | +32.5% | -4.5% | +22.9% |
| 3Y | +39.4% | +23.4% | +15.9% | +32.2% |
| 5Y | +40.8% | +26.2% | +14.6% | +31.2% |
| 10Y | +84.9% | +82.4% | +2.4% | +60.3% |
| All | +2,305.0% | +12,481.5% | -10,176.5% | +1,199.5% |
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