+2,953.7%
CLS vs DLTR
+45.9%
+2,907.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +5.0% | -9.4% | +14.4% | +6.9% |
| 30D | +4.8% | -7.3% | +12.1% | +6.0% |
| 3M | -10.4% | +7.6% | -17.9% | -12.4% |
| 6M | +20.8% | +1.6% | +19.2% | +18.5% |
| YTD | +10.0% | -3.5% | +13.6% | +9.0% |
| 1Y | +28.5% | +20.0% | +8.5% | +20.8% |
| 3Y | +1,292.2% | +2.3% | +1,289.9% | +1,211.6% |
| 5Y | +3,616.8% | +31.5% | +3,585.3% | +3,047.3% |
| All | +2,953.7% | +45.9% | +2,907.8% | +2,400.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling