+2,064.1%
CL vs DLTR
+11,640.8%
-9,576.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -2.2% | +2.5% | -4.6% | -2.5% |
| 30D | -4.8% | +2.1% | -6.9% | -5.1% |
| 3M | +4.9% | +20.3% | -15.4% | +2.6% |
| 6M | -5.7% | +11.5% | -17.2% | -7.3% |
| YTD | +14.4% | +6.8% | +7.5% | +12.8% |
| 1Y | +8.7% | +31.1% | -22.3% | +4.5% |
| 3Y | +30.0% | +10.7% | +19.3% | +25.0% |
| 5Y | +28.4% | +41.6% | -13.2% | +17.9% |
| 10Y | +50.1% | +58.1% | -8.0% | +32.4% |
| All | +2,064.1% | +11,640.8% | -9,576.7% | +1,080.2% |
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