-26.2%
CLX vs DLTR
+19.1%
-45.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -5.7% | -10.1% | +4.4% | -3.9% |
| 30D | -17.0% | -8.1% | -8.9% | -15.8% |
| 3M | -9.7% | +2.9% | -12.5% | -10.0% |
| 6M | -19.8% | +4.3% | -24.2% | -20.5% |
| YTD | -9.8% | -3.9% | -5.9% | -10.3% |
| 1Y | -26.2% | +18.9% | -45.1% | -28.8% |
| All | -26.2% | +19.1% | -45.3% | -28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling