+2,463.6%
CLS vs DLTR
+1,406.3%
+1,057.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.3% | -3.1% | -4.8% |
| 7D | +16.3% | +5.3% | +11.0% | +14.7% |
| 30D | -25.7% | +13.4% | -39.1% | -28.7% |
| 3M | -30.9% | +6.6% | -37.5% | -33.1% |
| 6M | -35.5% | +59.1% | -94.6% | -45.1% |
| YTD | -18.7% | +12.3% | -30.9% | -24.0% |
| 1Y | -17.9% | +33.9% | -51.8% | -27.2% |
| 3Y | +838.1% | +23.0% | +815.1% | +708.4% |
| 5Y | +1,971.9% | +22.1% | +1,949.8% | +1,623.5% |
| 10Y | +1,907.9% | +77.5% | +1,830.4% | +1,294.4% |
| All | +2,463.6% | +1,406.3% | +1,057.3% | +618.0% |
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