-13.7%
CLF vs DLTR
+6.7%
-20.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.6% | +3.9% | -0.1% |
| 7D | +6.5% | -5.8% | +12.3% | +8.2% |
| 30D | +0.2% | -5.2% | +5.5% | +1.6% |
| 3M | -3.1% | +15.2% | -18.3% | -7.7% |
| 6M | +25.0% | +7.1% | +17.9% | +20.8% |
| YTD | -7.5% | +0.8% | -8.3% | -9.1% |
| 1Y | +11.5% | +24.8% | -13.3% | +1.5% |
| 3Y | -13.7% | +6.9% | -20.6% | -20.6% |
| All | -13.7% | +6.7% | -20.4% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling