-4.4%
CLX vs DLTR
+45.3%
-49.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -5.7% | -10.1% | +4.4% | -4.5% |
| 30D | -17.0% | -8.1% | -8.9% | -16.2% |
| 3M | -9.7% | +2.9% | -12.5% | -10.0% |
| 6M | -19.8% | +4.3% | -24.2% | -20.6% |
| YTD | -9.8% | -3.9% | -5.9% | -9.9% |
| 1Y | -26.2% | +18.9% | -45.1% | -28.1% |
| 3Y | -36.2% | +1.9% | -38.1% | -37.5% |
| 5Y | -38.3% | +31.0% | -69.3% | -42.6% |
| All | -4.4% | +45.3% | -49.7% | -15.2% |
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