+120.3%
CLF vs DLTR
+45.9%
+74.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -3.7% | -9.4% | +5.8% | -0.4% |
| 30D | -4.7% | -7.3% | +2.7% | -2.4% |
| 3M | -4.7% | +7.6% | -12.2% | -7.9% |
| 6M | +24.0% | +1.6% | +22.4% | +20.8% |
| YTD | -10.9% | -3.5% | -7.4% | -11.9% |
| 1Y | +4.0% | +20.0% | -16.0% | -5.4% |
| 3Y | -16.9% | +2.3% | -19.2% | -23.1% |
| 5Y | -49.3% | +31.5% | -80.9% | -60.4% |
| All | +120.3% | +45.9% | +74.5% | +37.5% |
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 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