+2,267.5%
CL vs DLTR
+11,615.8%
-9,348.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.8% | -1.6% |
| 7D | +1.3% | -2.0% | +3.4% | +1.5% |
| 30D | +11.4% | +12.8% | -1.4% | +9.8% |
| 3M | +4.4% | +1.1% | +3.3% | +4.2% |
| 6M | +10.8% | +35.9% | -25.1% | +6.5% |
| YTD | +25.1% | +6.6% | +18.5% | +23.4% |
| 1Y | +28.0% | +28.6% | -0.6% | +23.3% |
| 3Y | +37.6% | +14.0% | +23.6% | +31.8% |
| 5Y | +39.7% | +19.2% | +20.5% | +31.1% |
| 10Y | +75.8% | +78.1% | -2.3% | +52.9% |
| All | +2,267.5% | +11,615.8% | -9,348.3% | +1,190.1% |
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 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