+3,231.7%
CLS vs DLTR
+1,333.7%
+1,898.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +4.6% | +2.5% | +2.1% | +3.8% |
| 30D | -13.9% | +2.1% | -16.0% | -14.7% |
| 3M | -26.6% | +20.3% | -46.8% | -30.9% |
| 6M | +15.4% | +11.5% | +3.9% | +9.6% |
| YTD | +5.7% | +6.8% | -1.2% | +1.4% |
| 1Y | +41.1% | +31.1% | +10.0% | +27.0% |
| 3Y | +1,228.6% | +10.7% | +1,217.9% | +1,093.8% |
| 5Y | +3,240.6% | +41.6% | +3,199.0% | +2,564.9% |
| 10Y | +2,760.3% | +58.1% | +2,702.2% | +1,977.2% |
| All | +3,231.7% | +1,333.7% | +1,898.1% | +857.4% |
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