+330.1%
CLF vs DLTR
+12,666.4%
-12,336.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.9% |
| 7D | +2.3% | -2.8% | +5.1% | +3.0% |
| 30D | +1.9% | +21.5% | -19.6% | -2.3% |
| 3M | +5.9% | +11.6% | -5.7% | +3.0% |
| 6M | +16.9% | +58.7% | -41.8% | +5.4% |
| YTD | -1.1% | +16.2% | -17.2% | -5.5% |
| 1Y | +28.8% | +34.8% | -6.0% | +19.3% |
| 3Y | -20.6% | +25.3% | -45.9% | -26.8% |
| 5Y | -41.5% | +25.8% | -67.3% | -47.0% |
| 10Y | +87.5% | +83.7% | +3.9% | +56.7% |
| All | +330.1% | +12,666.4% | -12,336.3% | +120.7% |
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