+2,089.9%
CLS vs DLTR
+23.8%
+2,066.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +4.7% |
| 7D | +23.5% | +2.4% | +21.1% | +23.2% |
| 30D | -28.9% | +21.5% | -50.4% | -30.8% |
| 3M | -25.2% | +9.8% | -35.0% | -26.3% |
| 6M | -32.1% | +58.6% | -90.7% | -37.5% |
| YTD | -14.1% | +14.8% | -28.9% | -16.5% |
| 1Y | -24.1% | +33.0% | -57.1% | -28.2% |
| 3Y | +897.0% | +23.8% | +873.1% | +828.4% |
| 5Y | +2,089.9% | +24.9% | +2,065.0% | +1,934.3% |
| All | +2,089.9% | +23.8% | +2,066.1% | +1,934.3% |
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 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