+309.2%
CLF vs DLTR
+11,640.8%
-11,331.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +7.6% | +2.5% | +5.1% | +7.0% |
| 30D | -1.2% | +2.1% | -3.3% | -1.7% |
| 3M | -13.4% | +20.3% | -33.6% | -16.8% |
| 6M | +15.4% | +11.5% | +3.9% | +11.9% |
| YTD | -5.9% | +6.8% | -12.7% | -8.1% |
| 1Y | +18.8% | +31.1% | -12.3% | +11.3% |
| 3Y | -19.4% | +10.7% | -30.1% | -23.6% |
| 5Y | -47.7% | +41.6% | -89.3% | -53.5% |
| 10Y | +130.4% | +58.1% | +72.2% | +98.8% |
| All | +309.2% | +11,640.8% | -11,331.6% | +114.5% |
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 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