+1,305.8%
CLX vs DLTR
+11,640.8%
-10,335.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | -9.2% | +2.5% | -11.7% | -9.5% |
| 30D | -11.0% | +2.1% | -13.1% | -11.3% |
| 3M | +5.0% | +20.3% | -15.2% | +2.8% |
| 6M | -18.8% | +11.5% | -30.3% | -20.1% |
| YTD | -4.4% | +6.8% | -11.2% | -5.6% |
| 1Y | -21.9% | +31.1% | -52.9% | -24.7% |
| 3Y | -32.8% | +10.7% | -43.4% | -35.2% |
| 5Y | -34.6% | +41.6% | -76.2% | -39.5% |
| 10Y | -4.7% | +58.1% | -62.8% | -15.5% |
| All | +1,305.8% | +11,640.8% | -10,335.0% | +669.2% |
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 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