+31.8%
CLX vs DLTR
+76.3%
-44.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.4% | +1.5% |
| 7D | +9.5% | +5.3% | +4.2% | +8.8% |
| 30D | +30.7% | +13.4% | +17.3% | +28.6% |
| 3M | +4.2% | +6.6% | -2.4% | +3.2% |
| 6M | +22.1% | +59.1% | -37.0% | +15.0% |
| YTD | +14.1% | +12.3% | +1.8% | +11.7% |
| 1Y | +10.3% | +33.9% | -23.6% | +5.8% |
| 3Y | -7.8% | +23.0% | -30.8% | -11.8% |
| 5Y | -20.8% | +22.1% | -43.0% | -25.3% |
| All | +31.8% | +76.3% | -44.5% | +13.7% |
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