+9.5%
CME vs DLTR
+21.9%
-12.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.2% |
| 7D | -2.4% | -9.4% | +7.1% | -2.4% |
| 30D | +6.2% | -7.3% | +13.5% | +6.2% |
| 3M | +4.4% | +7.6% | -3.2% | +4.5% |
| 6M | -9.6% | +1.6% | -11.2% | -8.9% |
| YTD | +3.8% | -3.5% | +7.3% | +4.4% |
| 1Y | +9.5% | +20.0% | -10.5% | +9.2% |
| All | +9.5% | +21.9% | -12.3% | +9.2% |
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 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