-7.1%
CMG vs DLTR
+1.4%
-8.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -2.1% | -10.1% | +8.0% | -0.6% |
| 30D | +10.9% | -8.1% | +19.0% | +12.2% |
| 3M | +15.8% | +2.9% | +13.0% | +15.2% |
| 6M | +6.9% | +4.3% | +2.6% | +5.8% |
| YTD | -2.2% | -3.9% | +1.8% | -2.2% |
| 1Y | -7.1% | +18.9% | -26.0% | -9.5% |
| 3Y | -7.1% | +1.9% | -9.0% | -11.6% |
| All | -7.1% | +1.4% | -8.5% | -11.6% |
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