+20.4%
CLF vs DLTR
+34.7%
-14.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -1.0% | -3.1% |
| 7D | +10.4% | +5.3% | +5.1% | +10.1% |
| 30D | +0.6% | +13.4% | -12.8% | 0.0% |
| 3M | +4.1% | +6.6% | -2.5% | +4.1% |
| 6M | +15.1% | +59.1% | -44.0% | +6.8% |
| YTD | -4.7% | +12.3% | -17.0% | -5.2% |
| 1Y | +20.4% | +33.9% | -13.5% | +17.0% |
| All | +20.4% | +34.7% | -14.4% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling