+66.4%
CME vs DLTR
+21.5%
+45.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.0% | +0.8% |
| 7D | +3.9% | +5.3% | -1.3% | +3.9% |
| 30D | +11.3% | +13.4% | -2.1% | +11.4% |
| 3M | +19.6% | +6.6% | +13.0% | +19.5% |
| 6M | +8.1% | +59.1% | -51.0% | +8.9% |
| YTD | +20.4% | +12.3% | +8.2% | +20.7% |
| 1Y | +16.5% | +33.9% | -17.4% | +17.1% |
| 3Y | +66.4% | +23.0% | +43.4% | +69.6% |
| All | +66.4% | +21.5% | +45.0% | +69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling