-46.0%
CLF vs DLTR
+23.7%
-69.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.6% | +2.3% | +5.8% |
| 7D | -14.1% | -1.0% | -13.1% | -14.0% |
| 30D | -5.5% | +15.7% | -21.2% | -9.6% |
| 3M | 0.0% | +4.8% | -4.8% | -2.0% |
| 6M | +11.3% | +45.6% | -34.4% | -2.0% |
| YTD | -7.7% | +11.6% | -19.2% | -12.4% |
| 1Y | +17.5% | +29.8% | -12.2% | +6.1% |
| 3Y | -25.4% | +20.8% | -46.2% | -33.6% |
| 5Y | -46.0% | +23.5% | -69.4% | -50.5% |
| All | -46.0% | +23.7% | -69.7% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling