+891.5%
CLS vs DLTR
+24.3%
+867.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +4.6% |
| 7D | +23.5% | +2.4% | +21.1% | +23.4% |
| 30D | -28.9% | +21.5% | -50.4% | -29.7% |
| 3M | -25.2% | +9.8% | -35.0% | -25.5% |
| 6M | -32.1% | +58.6% | -90.7% | -35.6% |
| YTD | -14.1% | +14.8% | -28.9% | -15.0% |
| 1Y | -24.1% | +33.0% | -57.1% | -26.2% |
| All | +891.5% | +24.3% | +867.3% | +774.3% |
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